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Martingales And Stochastic Analysis - James Yeh - Bog

Bag om Martingales And Stochastic Analysis

A treatise of martingales as a tool in stochastic analysis, stochastic integrals and stochastic differential equations. The text is clearly written and details of proofs are worked out.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9789810224776
  • Indbinding:
  • Hardback
  • Sideantal:
  • 516
  • Udgivet:
  • 12. januar 1995
  • Størrelse:
  • 161x237x36 mm.
  • Vægt:
  • 902 g.
  • 8-11 hverdage.
  • 9. december 2024
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  • BLACK WEEK

Medlemspris

Prøv i 30 dage for 45 kr.
Herefter fra 79 kr./md. Ingen binding.

Beskrivelse af Martingales And Stochastic Analysis

A treatise of martingales as a tool in stochastic analysis, stochastic integrals and stochastic differential equations. The text is clearly written and details of proofs are worked out.

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