Semimartingale Theory and Stochastic Calculus

By He Sheng-Wu, He/Wang/Yan, Sheng-Wu He, et al.

Book Overview

Semimartingale Theory and Stochastic Calculus presents a systematic and detailed account of the general theory of stochastic processes, the semimartingale theory, and related stochastic calculus

• Format: Hardcover
• Language: English
• ISBN: 0849377153
• ISBN13: 9780849377150
• Release Date: September 1992
• Publisher: CRC Press
• Length: 560 Pages
• Weight: 2.04 lbs.
• Dimensions: 1.2" x 6.2" x 9.9"