文档介绍：Stochastic Mechanics Stochastic Modelling
Random Media and Applied Probability
Signal Processing
and Image Synthesis (Formerly:
Mathematical Economics and Finance Applications of Mathematics)
Stochastic Optimization
Stochastic Control
Stochastic Models in Life Sciences 67
Edited by B. Rozovski˘ı
. Glynn
Advisory Board M. Hairer
I. Karatzas
. Kelly
A. Kyprianou
Y. Le Jan
B. Øksendal
G. Papanicolaou
E. Pardoux
E. Perkins
. Soner
For further volumes:
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Jean Jacod r Philip Protter
Discretization
of Processes
Jean Jacod Philip Protter
Institut de Mathématiques Department of Statistics
Université Paris VI – Pierre et Marie Curie Columbia University
Place Jussieu 4 Amsterdam Av. 1255
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Managing Editors
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ISSN 0172-4568 Stochastic Modelling and Applied Probability
ISBN 978-3-642-24126-0 e-ISBN 978-3-642-24127-7
DOI -3-642-24127-7
Springer Heidelberg Dordrecht London New York
Library of Congress Control Number: 2011941186
Mathematics Subject Classification (2010): 60F05, 60G44, 60H10, 60H35, 60J75, 60G51, 60G57,
60H05, 60J65, 60J25
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