Martingales And Stochastic Analysis

James J Yeh

Dec 1995 · Series On Multivariate Analysis Book 1 · World Scientific

Ebook

516

Pages

Eligible

About this ebook

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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