It takes the average reader 3 hours and 1 minute to read Two-Parameter Martingales and Their Quadratic Variation by Peter Imkeller
Assuming a reading speed of 250 words per minute. Learn more
This book has two-fold aims. In a first part it gives an introductory, thorough and essentially self-contained treatment of the general theory of two-parameter processes that has developed since around 1975. Apart from two survey papers by Merzbach and Meyer it is the first text of this kind. The second part presents the results of recent research by the author on martingale theory and stochastic calculus for two-parameter processes. Both the results and the methods of these two chapters are almost entirely new, and are of particular interest. They provide the fundamentals of a general stochastic analysis of two-parameter processes including, in particular, so far inaccessible jump phenomena. The typical rader is assumed to have some basic knowledge of the general theory of one-parameter martingales. The book should be accessible to probabilistically interested mathematicians who a) wish to become acquainted with or have a complete treatment of the main features of the general theory of two-parameter processes and basics of their stochastic calculus, b) intend to learn about the most recent developments in this area.
Two-Parameter Martingales and Their Quadratic Variation by Peter Imkeller is 177 pages long, and a total of 45,489 words.
This makes it 60% the length of the average book. It also has 56% more words than the average book.
The average oral reading speed is 183 words per minute. This means it takes 4 hours and 8 minutes to read Two-Parameter Martingales and Their Quadratic Variation aloud.
Two-Parameter Martingales and Their Quadratic Variation is suitable for students ages 10 and up.
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