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); 1982. .
Includes bibliographical references (p. 301-307) and index.
9783642023798 3642023797
Stochastic analysis.
Space and time.
Martingales (Mathematics)
Analyse stochastique.
Espace et temps.
Martingales (Mathématiques).
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); 1982. .
Includes bibliographical references (p. 301-307) and index.
9783642023798 3642023797
Stochastic analysis.
Space and time.
Martingales (Mathematics)
Analyse stochastique.
Espace et temps.
Martingales (Mathématiques).