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Brownian Motion, Martingales, and Stochastic Calculus
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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.
Opplag
1st ed. 2016
ISBN
9783319310886
Språk
Engelsk
Vekt
446 gram
Utgivelsesdato
9.5.2016
Antall sider
273