Overview
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.
- | Author: J Yeh
- | Publisher: World Scientific Publishing Company
- | Publication Date: Dec 01, 1995
- | Number of Pages: 516 pages
- | Binding: Hardback or Cased Book
- | ISBN-10: 981022477X
- | ISBN-13: 9789810224776
