Quadratic Variation: Total Variation, Bounded Variation, Mathematics, Stochastic Process, Wiener Process, Martingale (Probability Theory) - Couverture souple

 
9786130498016: Quadratic Variation: Total Variation, Bounded Variation, Mathematics, Stochastic Process, Wiener Process, Martingale (Probability Theory)
Couverture souple
ISBN 10 : 6130498012 ISBN 13 : 9786130498016
Editeur : Betascript Publishing, 2010

Synopsis

Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. In mathematics, quadratic variation is used in the analysis of stochastic processes such as Brownian motion and martingales. Quadratic variation is just one kind of variation of a process. A process X is said to have finite variation if it is has bounded variation over every finite time interval (with probability 1). Such processes are very common including, in particular, all continuously differentiable functions. The quadratic variation exists for all continuous finite variation processes, and is zero. This statement can be generalized to non-continuous processes. Any càdlàg finite variation process X has quadratic variation equal to the sum of the squares of the jumps of X.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Éditeur
Betascript Publishing
Date d'édition
2010
Langue
anglais
ISBN 10 
6130498012
ISBN 13 
9786130498016
Reliure
Broché
Nombre de pages
108
Éditeur
Surhone Lambert M., Timpledon Miriam T., Marseken Susan F.
Coordonnées du fabricant
non disponible
Personne responsable
non disponible