Martingales And Stochastic Analysis

by James J Yeh

Overview

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.

Product Details

ISBN-13:	9789810224776
Publisher:	World Scientific Publishing Company, Incorporated
Publication date:	12/01/1995
Series:	Series On Multivariate Analysis , #1
Pages:	516
Product dimensions:	6.60(w) x 8.72(h) x 1.27(d)