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| Artikel-Nr.:
858A-9783031059902 Herst.-Nr.:
9783031059902 EAN/GTIN:
9783031059902 |
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| This books presents a stroll through this history, in part a guided tour, in part a random walk. First, historical studies on the period from 1920 to 1950 are presented, when martingales emerged as a distinct mathematical concept. Then insights on the period from 1950 into the 1980s are offered, when the concept showed its value in stochastic processes, mathematical statistics, algorithmic randomness and various applications. Weitere Informationen: | | Author: | Laurent Mazliak; Glenn Shafer | Verlag: | Springer International Publishing | Sprache: | eng |
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| Weitere Suchbegriffe: Probabilitytheory; stochasticprocesses; Brownianmotion; Markovprocesses; Doob; PaulLévy; stochasticintegral, martingales, probability theory, stochastic processes, Brownian motion, Markov processes, Doob, Paul Lévy, stochastic integral |
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