Stochastic analysis in discrete and continuous settings : with normal martingales

Author(s)

• Privault, Nicolas

Bibliographic Information

Stochastic analysis in discrete and continuous settings : with normal martingales

Nicolas Privault

（Lecture notes in mathematics, 1982）

Springer, c2009

Note

Bibliography: p. 301-307

Includes index

Details

• NCID: BA91179690
• ISBN:
  • 9783642023798
• LCCN: 2009929703
• Country Code: gw
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Berlin
• Pages/Volumes: ix, 310 p.
• Size: 24 cm
• Classification:
  • LCC : QA274.2
• Subject Headings:
  • LCSH : Stochastic analysis
  • LCSH : Space and time
  • LCSH : Martingales (Mathematics)
• Parent Bibliography ID:
  • BA00146586