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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
Softcover reprint of the original 1st ed. 2016
ISBN
9783319809618
Språk
Engelsk
Vekt
310 gram
Utgivelsesdato
27.5.2018
Forlag
Springer
Antall sider
273