Brownian Motion, Martingales, and Stochastic Calculus
This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales.
Specificaties
| ISBN/EAN | 9783319310886 |
| Auteur | Jean-Francois Le Gall |
| Uitgever | Van Ditmar Boekenimport B.V. |
| Taal | Engels |
| Uitvoering | Gebonden in harde band |
| Pagina's | 273 |
| Lengte | 244.0 mm |
| Breedte | 159.0 mm |