Martingales and Stochastic Integrals - P. E. Kopp - Books - Cambridge University Press - 9780521090339 - November 20, 2008
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Martingales and Stochastic Integrals

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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 elementary than other texts. The presentation is abstract, but largely self-contained and Dr Kopp makes fewer demands on the reader's background in probability theory than is usual.


216 pages, black & white illustrations

Media Books     Paperback Book   (Book with soft cover and glued back)
Released November 20, 2008
ISBN13 9780521090339
Publishers Cambridge University Press
Pages 216
Dimensions 158 × 229 × 14 mm   ·   324 g
Language English  

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