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Martingales and Stochastic Analysis - Series on Multivariate Analysis Yeh, J (University of California, Irvine, USA)
Martingales and Stochastic Analysis - Series on Multivariate Analysis
Yeh, J (University of California, Irvine, USA)
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.
516 pages, illustrations
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | December 1, 1995 |
| ISBN13 | 9789810224776 |
| Publishers | World Scientific Publishing Co Pte Ltd |
| Pages | 518 |
| Dimensions | 237 × 161 × 36 mm · 902 g |