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.
language: English
title: Martingales And Stochastic Analysis
titlecomplete: Martingales And Stochastic Analysis (Multivariate Analysis)
publisher: Wspc