Martingales And Stochastic Analysis

Martingales And Stochastic Analysis

James J Yeh

Format: Print Book

ISBN: 9789810224776

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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.

Format: Hardcover
No of Pages: 516
Imprint: World Scientific
Publication date: 19951201
Series: Series On Multivariate Analysis





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