Gå direkte til innholdet
Stochastic Analysis
Spar

Stochastic Analysis

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.
Opplag
2020 ed.
ISBN
9789811588662
Språk
Engelsk
Vekt
310 gram
Utgivelsesdato
21.10.2021
Antall sider
218