10 Continuous-time stochastic processes

Kapitel in diesem Buch

1. Frontmatter I
2. Preface V
3. Contents VII
4. List of Figures XI
5. 1 Combinatorics 1
6. 2 Random experiment, sample space 5
7. 3 Random variables 15
8. 4 Discrete random variables 21
9. 5 Expectation 47
10. 6 Absolutely continuous random variables 61
11. 7 Characteristic functions 69
12. 8 Discrete-time Markov chains 85
13. 9 Poisson stochastic process 247
14. 10 Continuous-time stochastic processes 277
15. 11 Applications in financial mathematics 352
16. Bibliography
17. Index 395