Martingales And Stochastic Analysis 1
bokomslag Martingales And Stochastic Analysis
Vetenskap & teknik

Martingales And Stochastic Analysis

James J Yeh • J Yeh

Inbunden

2069:-

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  • 1995
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.
  • Författare: James J Yeh, J Yeh
  • Format: Inbunden
  • ISBN: 9789810224776
  • Språk: Engelska
  • Utgivningsdatum: 1995-12-01
  • Förlag: World Scientific Publishing Co Pte Ltd

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