Stochastic Analysis in Discrete and Continuous Settings With Normal Martingales |
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| Author:
| Privault, Nicolas |
| Series title: | Lecture Notes in Mathematics Ser. |
| ISBN: | 978-3-642-02379-8 |
| Publication Date: | Aug 2009 |
| Publisher: | Springer
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| Book Format: | Paperback |
| List Price: | AUD $112.95 |
Book Description:
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This unified presentation of stochastic analysis for continuous and discontinuous stochastic processes in both discrete and continuous time is mostly self-contained and accessible to readers who have already received a basic training in probability.
This unified presentation of stochastic analysis for continuous and discontinuous stochastic processes in both discrete and continuous time is mostly self-contained and accessible to readers who have already received a basic training in probability.