Brownian Motion, Martingales, and Stochastic Calculus
Jean-Francois Le Gall
Springer International Publishing AG, 2016
63,95 €On orderDelivery: 2-3 weeks
This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales.
- ISBN-13
- 9783319310886
- ISBN-10
- 3319310887
- Publisher
- Springer International Publishing AG
- Year
- 2016
- Publication date
- 2016-05-09
- Pages
- 273
- Dimensions
- 241x162x22
- Weight
- 554