Theory of martingales
By: by R.Sh. Liptser and A.N. Shiryayev ; [translated from the Russian by K. Dzjaparidze].
Contributors: Shiri͡aev, Alʹbert Nikolaevich.
Series: Mathematics and its applications. Soviet series ;; v. 49; Mathematics and its applications (Kluwer Academic Publishers).; 49.
Publisher: Kluwer Academic Publishers
Published: 1989
Place of publication: Dordrecht; Boston
Language: eng
Number of pages: 792
Subjects: Martingales (Mathematics)
Notes: Includes bibliographical references (p. 766-787).