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Martingales And Stochastic Analysis

Författare:
Inbunden, 1995
engelska
148,20 €

This book is a thorough and self-contained treatise of martingales as a tool in stochastic analysis, stochastic integrals and stochastic differential equations. The book is clearly written and details of proofs are worked out.

Författare
James J Yeh
ISBN
9789810224776
Språk
engelska
Vikt
902 gram
Utgivningsdatum
1.12.1995
Sidor
518