Wow! eBook
Martingales And Stochastic Analysis
Author(s): J Yeh (Author)
- Publisher: Wspc
- Publication Date: December 8, 1995
- Language: English
- Print length: 516 pages
- ISBN-10: 981022477X
- ISBN-13: 9789810224776
Book Description
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.
Editorial Reviews
Review
“… reader having some knowledge of the theory of stochastic processes and elementary Martingale theory will find it extremely useful.” — Mathematical Reviews
“This book is a thorough and self-contained treatise of martingales as a tool in stochastic analysis, integrals and differential equations.” —
Lavoisier-Technique et Documentation“a very useful text for graduates and Ph.D students as well as a basis reference book for specialist.” —
Mathematical Abstracts 1998From the Publisher
This book is a thorough and self-contained treatise ofmartingales as a tool in stochastic analysis, stochastic integrals andstochastic differential equations. The book is clearly written anddetails of proofs are worked out.
