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Martingales and Stochastic Integrals
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Martingales and Stochastic Integrals 0521247586 Book Cover

Martingales and Stochastic Integrals

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Edition Details
Format:Hardcover
Language:English
ISBN:0521247586
Format: Hardcover
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Martingales and Stochastic Integrals 0521090334 Book Cover

Martingales and Stochastic Integrals

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Edition Description

This book provides an introduction to the rapidly expanding theory of stochastic integration and martingales. The treatment is close to that developed by the French school of probabilists, but is more elementary than other texts. The presentation is abstract, but largely self-contained...

Edition Details
Format:Paperback
Language:English
ISBN:0521090334
Format: Paperback
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