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فرایند تصادفی | |
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Continuous time | |
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Both | |
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Fields and other | |
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سری زمانی | |
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Financial models | |
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بیمسنجی | - Bühlmann
- Cramér–Lundberg
- Risk process
- Sparre–Anderson
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نظریه صفs | - Bulk
- Fluid
- Generalized queueing network
- M/G/1
- صف M/M/1
- M/M/c
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Properties | |
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Limit theorems | |
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Inequalities | - Burkholder–Davis–Gundy
- Doob's martingale
- Kunita–Watanabe
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Tools | - Cameron–Martin formula
- همگرایی متغیرهای تصادفی
- Doléans-Dade exponential
- Doob decomposition theorem
- Doob–Meyer decomposition theorem
- Doob's optional stopping theorem
- Dynkin's formula
- Feynman–Kac formula
- Filtration
- Girsanov theorem
- Infinitesimal generator
- Itô integral
- Itô's lemma
- Kolmogorov continuity theorem
- Kolmogorov extension theorem
- Lévy–Prokhorov metric
- Malliavin calculus
- Martingale representation theorem
- Optional stopping theorem
- Prokhorov's theorem
- Quadratic variation
- Reflection principle
- Skorokhod integral
- Skorokhod's representation theorem
- تابع Càdlàg
- Snell envelope
- معادله دیفرانسیل تصادفی
- زمان توقف
- Stratonovich integral
- Uniform integrability
- Usual hypotheses
- Wiener space
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Disciplines | |
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