Martingales and Stochastic Integrals

by P. E. Kopp

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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... This description may be from another edition of this product.

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"

Related Subjects

Math Mathematics Science & Math

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Martingales and Stochastic Integrals

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