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Language: en
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Type: BOOK - Published: 2009-07-14 - Publisher: Springer
This monograph is an introduction to some aspects of stochastic analysis in the framework of normal martingales, in both discrete and continuous time. The text
Language: en
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Type: BOOK - Published: 2016-04-28 - Publisher: Springer
This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimar
Language: en
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Pages: 516
Type: BOOK - Published: 1995-12-08 - Publisher: World Scientific
This book is a thorough and self-contained treatise of martingales as a tool in stochastic analysis, stochastic integrals and stochastic differential equations.
Language: en
Pages: 225
Pages: 225
Type: BOOK - Published: 2020-10-20 - Publisher: Springer Nature
This book is intended for university seniors and graduate students majoring in probability theory or mathematical finance. In the first chapter, results in prob
Language: en
Pages: 526
Pages: 526
Type: BOOK - Published: 1995 - Publisher: World Scientific
This book is a thorough and self-contained treatise of martingales as a tool in stochastic analysis, stochastic integrals and stochastic differential equations.