Liknande böcker

Stopping Times and Directed Processes
Bok av Gerald A. Edgar
Stochastic Analysis and Related Topics II : Proceedings of a Second Work...
Bok av Hayri Korezlioglu
Stochastic Analysis and Related Topics VII : Proceedings of the Seventh...
Bok av Laurent Decreusefond
Stochastic Analysis: Classical And Quantum: Perspectives Of White Noise...
Bok av Hida Takeyuki Hida
Seminar on Stochastic Analysis, Random Fields and Applications III
Bok av Robert C Dalang
Recent developments in stochastic analysis and related topics : proceedi...
Stochastic Integration and Differential Equations
Bok av Philip Protter
Stochastic Calculus for Fractional Brownian Motion and Applications
Bok av Francesca. Biagini

Martingales And Stochastic Analysis

Bok av Yeh James J Yeh
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.