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Stochastic Analysis
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Stochastic Analysis

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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.
Författare
Shigeo Kusuoka
Upplaga
2020 ed.
ISBN
9789811588662
Språk
Engelska
Vikt
310 gram
Utgivningsdatum
2021-10-21
Sidor
218