Theory of martingales

Author(s)

• Lipt︠s︡er, R. Sh. (Robert Shevilevich)
• Shiri︠a︡ev, Alʹbert Nikolaevich
• Dzjaparidze, K.

Bibliographic Information

Theory of martingales

by R.Sh. Liptser and A.N. Shiryayev ; [translated from the Russian by K. Dzjaparidze]

（Mathematics and its applications, . Soviet series ; v. 49）

Kluwer Academic Publishers, c1989

• : pbk

Other Title

Теория мартингалов

Note

Translation of: Теория мартингалов. Moscow : Nauka, c1986

Bibliography: p. 766-787

Includes index

Details

• NCID: BA07521468
• ISBN:
  • 0792303954
  • 9789401076005
• LCCN: 89015522
• Country Code: ne
• Title Language Code: eng
• Text Language Code: eng
• Original Language Code: rus
• Place of Publication: Dordrecht ; Boston
• Pages/Volumes: xiii, 792 p.
• Size: 25 cm
• Classification:
  • LCC : QA274.5
  • DC20 : 519.2/87
  • NDC8 : 417.1
• Subject Headings:
  • LCSH : Martingales (Mathematics)
• Parent Bibliography ID:
  • BA00044495