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Brownian Motion, Martingales, and Stochastic Calculus
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Brownian Motion, Martingales, and Stochastic Calculus

inbunden, 2016
Engelska
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This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales.
Upplaga
1st ed. 2016
ISBN
9783319310886
Språk
Engelska
Vikt
446 gram
Utgivningsdatum
2016-05-09
Sidor
273