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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
Softcover reprint of the original 1st ed. 2016
ISBN
9783319809618
Kieli
englanti
Paino
310 grammaa
Julkaisupäivä
27.5.2018
Kustantaja
Springer
Sivumäärä
273