Keywords:
Systems theory
;
Mathematics
;
Mathematical optimization
;
Control theory.
;
System theory.
;
Calculus of variations.
;
Calculus of Variations and Optimal Control Optimization
;
Systems Theory, Control
;
Mathematics
;
Konferenzschrift 1980
;
Stochastischer Prozess
;
Stochastischer Prozess
;
Martingal
Description / Table of Contents:
Theorie elementaire des processus a deux indices -- Limites "quadrantales" des martingales -- Convergence and regularity of strong submartingales -- Discontinuites des processus croissants et martingales a variation integrable -- Sur les discontinuites d'un processus cad-lag a deux indices -- Regularite des martingales a deux indices et inegalites de normes -- Inegalites de Burkholder pour martingales indexees par ? × ? -- Martingales a variation independante du chemin -- Some remarks on integration with respect to weak martingales -- On the decomposition and integration of two-parameter stochastic processes -- Optional increasing paths -- The conditional independence property in filtrations associated to stopping lines -- Identification et estimation de semi-martingales representables par rapport a un brownien a un indice double -- Stochastic calculus for a two parameter jump process -- Une propriete markovienne et diffusions associees.
Type of Medium:
Online Resource
Pages:
Online-Ressource (274p, online resource)
ISBN:
9783540387183
,
9783540108320
Series Statement:
Lecture Notes in Mathematics 863
URL:
https://doi.org/10.1007/BFb0091089
URL:
http://dx.doi.org/10.1007/BFb0091089
URL:
https://swbplus.bsz-bw.de/bsz01141782Xcov.jpg
Language:
French
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