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Martingales and Stochastic Integrals P. E. Kopp
Martingales and Stochastic Integrals
P. E. Kopp
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
| Médias | Livres Paperback Book (Livre avec couverture souple et dos collé) |
| Validé | 20 novembre 2008 |
| ISBN13 | 9780521090339 |
| Éditeurs | Cambridge University Press |
| Pages | 216 |
| Dimensions | 158 × 229 × 14 mm · 324 g |
| Langue et grammaire | Anglais |