Description:
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.
Pub Date: December 11, 1995
Dewey: 519.287
LCCN: 95042874
Lexile Code: 0000
Features: Bibliography, Dust Cover, Index, Table of Contents
Target Age Group: NA to NA
Physical Info: 1.27" H x 8.72" L x 6.60" W ( 1.82 lbs) 516 pages
BISAC Categories:
Mathematics | Probability and Statistics | General | Differential Equations
Series: Multivariate Analysis
Description:
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.