Semimartingale theory and stochastic calculus

Author(s)

• He, S. (Sheng-Wu)
• Wang, Chia-kang
• Yan, J. (Jia-An)

Bibliographic Information

Semimartingale theory and stochastic calculus

Sheng-wu He, Jia-gang Wang, Jia-an Yan

Science Press , CRC Press, c1992

• : us
• : cc

Note

Translated from Chinese

Bibliography: p. [529]-538

Includes index

Details

• NCID: BA18671837
• ISBN:
  • 0849377153
  • 7030030664
• LCCN: 91042567
• Country Code: cc
• Title Language Code: eng
• Text Language Code: eng
• Original Language Code: chi
• Place of Publication: Beijing ; New York,Boca Raton ; Tokyo
• Pages/Volumes: xiv, 546 p.
• Size: 25 cm
• Classification:
  • LCC : QA274.5
  • DC20 : 519.2/87
• Subject Headings:
  • LCSH : Semimartingales
  • LCSH : Stochastic analysis