Sold out

James Yeh

Martingales And Stochastic Analysis

English · Hardback

Description

This book is a thorough and self-contained treatise of martingales as a tool in stochastic analysis, stochastic integrals and stochastic differential equations. The book is clearly written and details of proofs are worked out.

Product details

Authors	James Yeh
Publisher	World Scientific Publishing Co Pte Ltd

Languages	English
Product format	Hardback
Released	01.01.1995

No. of pages	516
Dimensions	237 mm x 161 mm x 36 mm
Weight	902 g
Illustrations	black & white illustrations, figures
Series	Series On Multivariate Analysis
Subject	Natural sciences, medicine, IT, technology > Mathematics > Probability theory, stochastic theory, mathematical statistics

Customer reviews

No reviews have been written for this item yet. Write the first review and be helpful to other users when they decide on a purchase.