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Martingales And Stochastic Analysis
Hardback

Martingales And Stochastic Analysis

$321.99
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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.

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MORE INFO
Format
Hardback
Publisher
World Scientific Publishing Co Pte Ltd
Country
Singapore
Date
1 December 1995
Pages
516
ISBN
9789810224776

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.

Read More
Format
Hardback
Publisher
World Scientific Publishing Co Pte Ltd
Country
Singapore
Date
1 December 1995
Pages
516
ISBN
9789810224776