Martingales And Stochastic Analysis
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Martingales And Stochastic Analysis
Author | : James J Yeh |
Publisher | : World Scientific |
Total Pages | : 516 |
Release | : 1995-12-08 |
Genre | : Mathematics |
ISBN | : 9814499609 |
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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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Language: en
Pages: 516
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Type: BOOK - Published: 1995-12-08 - Publisher: World Scientific
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