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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Bibliographic Details
Main Author: Yeh, J. (Author)
Format: Electronic eBook
Language:English
Published: Singapore World Scientific Pub. Co. c1995
Series:Series on multivariate analysis v. 1
Subjects:
Online Access:FHN01
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Summary: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
Physical Description:xiii, 501 p
ISBN:9789812779304

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