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Stochastic Analysis in Discrete and Continuous Settings With Normal Martingales /

This volume gives a unified presentation of stochastic analysis for continuous and discontinuous stochastic processes, in both discrete and continuous time. It is mostly self-contained and accessible to graduate students and researchers having already received a basic training in probability. The si...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Privault, Nicolas (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2009.
Edición:1st ed. 2009.
Colección:Lecture Notes in Mathematics, 1982
Temas:
Acceso en línea:Texto Completo