Martingales and stochastic integrals
By: P.E. Kopp.
Publisher: Cambridge University Press
Published: 1984
Place of publication: Cambridge [Cambridgeshire]; New York
Language: eng
Number of pages: 202
Subjects: Martingales (Mathematics); Stochastic integrals
Notes: Bibliography: p. 194-197.
"Text has grown out of graduate lecture courses given at the University of Hull"--Pref.
Includes index.