Martingales And Stochastic Analysis
Author | : James J Yeh |
Publisher | : World Scientific |
Total Pages | : 516 |
Release | : 1995-12-08 |
ISBN-10 | : 9789814499606 |
ISBN-13 | : 9814499609 |
Rating | : 4/5 (06 Downloads) |
Download or read book Martingales And Stochastic Analysis written by James J Yeh and published by World Scientific. This book was released on 1995-12-08 with total page 516 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is a thorough and self-contained treatise of martingales as a tool in stochastic analysis, stochastic integrals and stochastic differential equations. The book is clearly written and details of proofs are worked out.