Publisher's Synopsis
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.
Martingales And Stochastic Analysis - Series On Multivariate Analysis
Hardback (01 Dec 1995)
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Book information
| ISBN: | 9789810224776 |
| Publisher: | World Scientific |
| Imprint: | World Scientific Publishing |
| Pub date: | 01 Dec 1995 |
| Language: | English |
| Number of pages: | 516 . |
| Weight: | 902g |
| Height: | 161mm |
| Width: | 237mm |
| Spine width: | 36mm |
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