Have a personal or library account? Click to login
Modelling Real World Using Stochastic Processes and Filtration Cover

Modelling Real World Using Stochastic Processes and Filtration

By: Peter Jaeger  
Open Access
|Aug 2016

References

  1. [1] Grzegorz Bancerek. The fundamental properties of natural numbers. Formalized Mathematics, 1(1):41-46, 1990.
  2. [2] Grzegorz Bancerek, Czesław Byliński, Adam Grabowski, Artur Korniłowicz, Roman Matuszewski, Adam Naumowicz, Karol Pąk, and Josef Urban. Mizar: State-of-the-art and beyond. In Manfred Kerber, Jacques Carette, Cezary Kaliszyk, Florian Rabe, and Volker Sorge, editors, Intelligent Computer Mathematics, volume 9150 of Lecture Notes in Computer Science, pages 261-279. Springer International Publishing, 2015. ISBN 978-3-319-20614-1. doi:10.1007/978-3-319-20615-8 17.10.1007/978-3-319-20615-8
  3. [3] Francesca Biagini and Daniel Rost. Money out of nothing? - Prinzipien und Grundlagen der Finanzmathematik. MATHE-LMU.DE, LMU-München(25):28-34, 2012.
  4. [4] Czesław Byliński. Functions and their basic properties. Formalized Mathematics, 1(1): 55-65, 1990.
  5. [5] Czesław Byliński. Functions from a set to a set. Formalized Mathematics, 1(1):153-164, 1990.
  6. [6] Hans Föllmer and Alexander Schied. Stochastic Finance: An Introduction in Discrete Time, volume 27 of Studies in Mathematics. de Gruyter, Berlin, 2nd edition, 2004.10.1515/9783110212075
  7. [7] Hans-Otto Georgii. Stochastik, Einführung in die Wahrscheinlichkeitstheorie und Statistik. deGruyter, Berlin, 2nd edition, 2004.
  8. [8] Peter Jaeger. Events of Borel sets, construction of Borel sets and random variables for stochastic finance. Formalized Mathematics, 22(3):199-204, 2014. doi:10.2478/forma-2014-0022.10.2478/forma-2014-0022
  9. [9] Achim Klenke. Wahrscheinlichkeitstheorie. Springer-Verlag, Berlin, Heidelberg, 2006.
  10. [10] Jürgen Kremer. Einführung in die diskrete Finanzmathematik. Springer-Verlag, Berlin, Heidelberg, New York, 2006.
  11. [11] Andrzej Nędzusiak. σ-fields and probability. Formalized Mathematics, 1(2):401-407, 1990.
  12. [12] Klaus Sandmann. Einführung in die Stochastik der Finanzmärkte. Springer-Verlag, Berlin, Heidelberg, New York, 2 edition, 2001.10.1007/978-3-662-06881-6
  13. [13] Andrzej Trybulec. Binary operations applied to functions. Formalized Mathematics, 1 (2):329-334, 1990.
DOI: https://doi.org/10.1515/forma-2016-0001 | Journal eISSN: 1898-9934 | Journal ISSN: 1426-2630
Language: English
Page range: 1 - 16
Submitted on: Dec 30, 2015
|
Published on: Aug 31, 2016
In partnership with: Paradigm Publishing Services
Publication frequency: 1 issue per year
Keywords:

© 2016 Peter Jaeger, published by University of Białystok
This work is licensed under the Creative Commons Attribution-ShareAlike 3.0 License.