Martingales And Stochastic Analysis (e-bog) af James J Yeh, Yeh
James J Yeh, Yeh (forfatter)

Martingales And Stochastic Analysis e-bog

352,06 DKK (inkl. moms 440,08 DKK)
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.
E-bog 352,06 DKK
Forfattere James J Yeh, Yeh (forfatter)
Udgivet 8 december 1995
Længde 516 sider
Genrer Probability and statistics
Sprog English
Format pdf
Beskyttelse LCP
ISBN 9789814499606
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.