Martingales and Stochastic Integrals
No Customer Reviews
Select Format
Select Condition 
Book Overview
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 and Dr Kopp makes fewer demands on the reader's background in probability theory than is usual. He gives a fairly full discussion of the measure theory and functional...
Format:Paperback
Language:English
ISBN:0521090334
ISBN13:9780521090339
Release Date:November 2008
Publisher:Cambridge University Press
Length:216 Pages
Weight:0.71 lbs.
Dimensions:0.5" x 6.0" x 9.0"
Customer Reviews
0 rating
Copyright © 2025 Thriftbooks.com
Terms of Use | Privacy Policy | Do Not Sell/Share My Personal Information | Cookie Policy | Cookie Preferences | Accessibility Statement
ThriftBooks ® and the ThriftBooks ® logo are registered trademarks of Thrift Books Global, LLC
ThriftBooks ® and the ThriftBooks ® logo are registered trademarks of Thrift Books Global, LLC
