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Martingales & Stochastic Analysis (V1)
Hardcover
Series: Multivariate Analysis, Book 1
General MathematicsProbability & Statistics
ISBN13: 9789810224776
Publisher: World Scientific Publishing Company
Published: Dec 11 1995
Pages: 516
Weight: 1.82
Height: 1.27 Width: 6.60 Depth: 8.72
Language: English
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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