Martingales and stochastic analysis:

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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Bibliographische Detailangaben
1. Verfasser: Yeh, J. (VerfasserIn)
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: Singapore World Scientific Pub. Co. c1995
Schriftenreihe:Series on multivariate analysis v. 1
Schlagworte:
Online-Zugang:FHN01
URL des Erstveroeffentlichers
Zusammenfassung: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
Beschreibung:xiii, 501 p
ISBN:9789812779304

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