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Martingales And Stochastic Analysis: 1 (Series On Multivariate Analysis) - Softcover

 
9789810224776: Martingales And Stochastic Analysis: 1 (Series On Multivariate Analysis)
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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.

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Synopsis:
A treatise of martingales as a tool in stochastic analysis, stochastic integrals and stochastic differential equations. The text is clearly written and details of proofs are worked out.

"About this title" may belong to another edition of this title.

  • PublisherWspc
  • Publication date1995
  • ISBN 10 981022477X
  • ISBN 13 9789810224776
  • BindingPaperback
  • Number of pages516

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