Martingales & Stochastic Analysis (V1)

By J. Yeh

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.

• Format: Hardcover
• Language: English
• ISBN: 981022477X
• ISBN13: 9789810224776
• Release Date: December 1995
• Publisher: World Scientific Publishing Company
• Length: 516 Pages
• Weight: 1.82 lbs.
• Dimensions: 1.3" x 6.6" x 8.7"