Modelling real world using stochastic processes and filtration

DOI10.1515/forma-2016-0001zbMath1343.60036OpenAlexW2509917783MaRDI QIDQ306626

Peter Jaeger

Publication date: 1 September 2016

Published in: Formalized Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/forma-2016-0001

zbMATH Keywords

stochastic processrandom variable

Mathematics Subject Classification ID

Mechanization of proofs and logical operations (03B35) Portfolio theory (91G10) Foundations of stochastic processes (60G05)

Related Items

Introduction to stopping time in stochastic finance theory ⋮ Introduction to stochastic finance: random variables and arbitrage theory

Uses Software

• Mizar

Cites Work

• Unnamed Item
• Events of Borel sets, construction of Borel sets and random variables for stochastic finance
• Introduction to discrete financial mathematics
• Money out of nothing? Prinzipien und Grundlagen der Finanzmathematik
• Semantics of MML Query - Ordering
• Mizar: State-of-the-art and Beyond
• Stochastic finance. An introduction in discrete time