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Stochastic Analysis - Monographs in Mathematical Economics Shigeo Kusuoka 2020 edition
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Stochastic Analysis - Monographs in Mathematical Economics
Shigeo Kusuoka
Then, it follows a discussion of discrete-time martingales, continuous time square integrable martingales (particularly, continuous martingales of continuous paths), stochastic integrations with respect to continuous local martingales, and stochastic differential equations driven by Brownian motions.
218 pages, 1 Illustrations, black and white; XII, 218 p. 1 illus.
| Mediji | Grāmatas Hardcover Book (Grāmata ar cieto muguriņu un vāku) |
| Izlaists | 2020. gada 20. oktobris |
| ISBN13 | 9789811588631 |
| Izdevēji | Springer Verlag, Singapore |
| Lapas | 218 |
| Izmēri | 150 × 220 × 20 mm · 518 g |
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