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Martingales And Stochastic Analysis
Tallenna

Martingales And Stochastic Analysis

Kirjailija:
sidottu, 1995
englanti
This book is a thorough and self-contained treatise of martingales as a tool in stochastic analysis, stochastic integrals and stochastic differential equations. The book is clearly written and details of proofs are worked out.
Kirjailija
James J Yeh
ISBN
9789810224776
Kieli
englanti
Paino
446 grammaa
Julkaisupäivä
1.12.1995
Sivumäärä
516