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Martingales And Stochastic Analysis
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Martingales And Stochastic Analysis

Forfatter:
innbundet, 1995
Engelsk
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.
Forfatter
James J Yeh
ISBN
9789810224776
Språk
Engelsk
Vekt
446 gram
Utgivelsesdato
1.12.1995
Antall sider
516