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Semimartingale Theory and Stochastic Calculus

Semimartingale Theory and Stochastic Calculus

Hardcover

ChemistryProbability & Statistics

ISBN10: 0849377153
ISBN13: 9780849377150
Publisher: CRC Press
Published: Sep 14 1992
Pages: 560
Weight: 2.04
Height: 1.23 Width: 6.24 Depth: 9.92
Language: English
Semimartingale Theory and Stochastic Calculus presents a systematic and detailed account of the general theory of stochastic processes, the semimartingale theory, and related stochastic calculus

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Probability & Statistics