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

This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales.
Upplaga
Softcover reprint of the original 1st ed. 2016
ISBN
9783319809618
Språk
Engelska
Vikt
310 gram
Utgivningsdatum
2018-05-27
Förlag
Springer
Sidor
273