Martingales and Stochastic Analysis (Hardcover) (ISBN-13: 9789810224776)

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.

Author: James J. Yeh
ISBN-10: 981022477X
ISBN-13: 9789810224776
Publisher: World Scientific Publishing Company
Language: English
Published: 12/01/1995
Pages: 516
Format: Hardcover
Weight: 1.82lbs
Size: 8.72h x 6.60w x 1.27d