Del 1

Martingales And Stochastic Analysis

Inbunden, Engelska, 1995

Av James J Yeh, J Yeh, YEH J, Yeh J

2 039 kr

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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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