Stochastic integration
By: Michel Métivier, J. Pellaumail.
Contributors: Pellaumail, Jean, joint author.
Series: Probability and mathematical statistics
Publisher: Academic Press
Published: 1980
Place of publication: New York
Language: eng
Number of pages: 196
Subjects: Stochastic integrals.; Martingales (Mathematics); Decomposition (Mathematics)
Notes: Bibliography: p. 188-194.
Includes index.