Martingales And Stochastic Analysis (Hardcover)


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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Product 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.

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Product Details

General

Imprint

World Scientific Publishing Co Pte Ltd

Country of origin

Singapore

Series

Series On Multivariate Analysis, 1

Release date

December 1995

Availability

Expected to ship within 12 - 17 working days

First published

December 1995

Authors

Dimensions

161 x 237 x 36mm (L x W x T)

Format

Hardcover

Pages

516

ISBN-13

978-981-02-2477-6

Barcode

9789810224776

Categories

LSN

981-02-2477-X



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