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Stochastic Analysis
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Stochastic Analysis

Författare:
inbunden, 2020
Engelska
Then, it follows a discussion of discrete-time martingales, continuous time square integrable martingales (particularly, continuous martingales of continuous paths), stochastic integrations with respect to continuous local martingales, and stochastic differential equations driven by Brownian motions.
Författare
Shigeo Kusuoka
Upplaga
2020 ed.
ISBN
9789811588631
Språk
Engelska
Vikt
446 gram
Utgivningsdatum
2020-10-20
Sidor
218