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
Forlag
World Scientific
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.