Stochastic Analysis in Discrete and Continuous Settings: With Normal Martingales
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This monograph is an introduction to some aspects of stochastic analysis in the framework of normal martingales, in both discrete and continuous time. The text is mostly self-contained, except for Section 5.7 that requires some background in geometry, and should be accessible to graduate students and researchers having already received a basic training in probability. Prereq- sites are mostly limited to a knowledge of measure theory and probability,...
Format:Paperback
Language:English
ISBN:3642023797
ISBN13:9783642023798
Release Date:August 2009
Publisher:Springer
Length:282 Pages
Weight:1.01 lbs.
Dimensions:0.7" x 6.1" x 9.2"
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