Stochastic analysis in discrete and continuous settings with normal martingales

Privault, Nicolas

Stochastic analysis in discrete and continuous settings with normal martingales Nicolas Privault - Berlin Springer c2009 - ix, 310 p ill 24 cm - Lecture notes in mathematics 1982 0075-8434 . - Lecture notes in mathematics (Springer-Verlag) .

Contine bibliografie si index

9783642023798 (pbk. : acid-free paper) 3642023797 (pbk. : acid-free paper) 9783642023804 (e-ISBN) 3642023800 (e-ISBN)

2009929703


Stochastic analysis
Space and time
Martingales (Mathematics)
Analyse stochastique
Espace et temps
Martingales (Mathématiques
Stochastische Analysis

519.22

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