Martingales and Stochastic Integrals

by P. E. Kopp

Book Overview

This book provides an introduction to the rapidly expanding theory of stochastic integration and martingales. The treatment is close to that developed by the French school of probabilists, but is more... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 0521090334
• ISBN13: 9780521090339
• Release Date: November 2008
• Publisher: Cambridge University Press
• Length: 216 Pages
• Weight: 0.71 lbs.
• Dimensions: 0.5" x 6.0" x 9.0"