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Brownian Motion, Martingales, and Stochastic Calculus
Tallenna

Brownian Motion, Martingales, and Stochastic Calculus

This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales.
Painos
1st ed. 2016
ISBN
9783319310886
Kieli
englanti
Paino
446 grammaa
Julkaisupäivä
9.5.2016
Sivumäärä
273