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Found 19 results for "Stochastisches Integral"

Stochastische Integration
Stochastische Integration

by Michael Hoffmann

2016 1 ed.
Continuous martingales and Brownian motion
Continuous martingales and Brownian motion

by D. Revuz, Daniel Revuz

In this chapter, we review a few basic facts, mainly from integration and classical probability theories, which will be ...

1991 6 ed.
Stochastic equations in infinite dimensions
Stochastic equations in infinite dimensions

by Giuseppe Da Prato, Guiseppe Da Prato

As we have said in the Preface, stochastic evolution equations in infinite dimensions are natural generalizations of sto...

1992 9 ed.
Reliability And Risk
Reliability And Risk

by Nozer Singpurwalla

Words such as 'credibility', 'hazard', 'integrity', 'reliability', 'risk', 'robustness' and 'survivability' have now bec...

2006 1 ed.