Peacocks and associated martingales, with explicit constructions
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Title Statements
- Full title :Peacocks and associated martingales, with explicit constructions / Francis Hirsch [and others].
Edition Statements
- Publication Date:©2011.
Publication Statements
- Publisher(s):Bocconi University Press, Springer-Verlag
- Place of Publication:Milan, Italy
- Language:eng
- Publication Date:©2011.
The Physical Object
- Description:xxxi, 384 pages : : illustrations ; : 25 cm.
Edition Identifiers
- ISBN:9788847019072, 8847019079, 9788847019089, 8847019087
- oclc:ocn733246763
- LC Classification:QA274.5
- Dewey Decimal:519.2/36
Table of Contents
Some examples of peacocks -- Peacocks in a Gaussian setting -- Peacocks in a Markovian set-up -- The sheet methods -- The time reversal methods -- The time inversion methods -- The sato process methods -- The stochastic differential equation methods -- The skorokhod embedding (SE) method -- Comparison of multidimensional marginals.
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