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Martingales And Stochastic Analysis
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Martingales And Stochastic Analysis

Författare:
inbunden, 1995
Engelska
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
446 gram
Utgivningsdatum
1995-12-01
Sidor
516