Stochastic analysis in discrete and continuous settings
Subtitle: with normal martingales
By: Nicolas Privault
Contributors: SpringerLink (Online service)
Series: Lecture notes in mathematics -- 1982
Publisher: Springer
Published: 2009
Place of publication: Berlin
Language: eng
Number of pages: 310
ISBN-13: 9783642023798
Subjects: Espace et temps; Martingales (Mathematics); Martingales (Mathématiques); Analyse stochastique; Stochastic analysis; Space and time
Notes: Includes bibliographical references (p. 301-307) and index.

Electronic mode of access: World Wide Web.