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Stochastic Analysis
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Stochastic Analysis

Forfatter:
innbundet, 2020
Engelsk
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
9789811588631
Språk
Engelsk
Vekt
446 gram
Utgivelsesdato
20.10.2020
Antall sider
218