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).