J Yeh

Gebundenes Buch

MARTINGALES & STOCHASTIC ANALYSIS (V1)

Beschreibung

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.

Produktdetails

• Verlag: World Scientific
• Seitenzahl: 518
• Erscheinungstermin: 1. Dezember 1995
• Englisch
• Abmessung: 235mm x 157mm x 32mm
• Gewicht: 893g
• ISBN-13: 9789810224776
• ISBN-10: 981022477X
• Artikelnr.: 21147659