Brownian Motion, Martingales, and Stochastic Calculus
(Bog, Hardback, Engelsk)
Beskrivelse
This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales.
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| Forlag | Springer International Publishing AG |
| Forfatter | Jean-Francois Le Gall |
| Type | Bog |
| Format | Hardback |
| Sprog | Engelsk |
| Udgave | 1st ed. 2016 |
| Udgivelsesdato | 09-05-2016 |
| Første udgivelsesår | 2016 |
| Serie | Graduate Texts in Mathematics |
| Illustrationer | 1 Illustrations, color; 4 Illustrations, black and white |
| Originalsprog | Switzerland |
| Sideantal | 273 |
| Indbinding | Hardback |
| Forlag | Springer International Publishing AG |
| Sideoplysninger | 273 pages, 1 Illustrations, color; 4 Illustrations, black and white |
| Mål | 241 x 162 x 22 |
| ISBN-13 / EAN-13 | 9783319310886 |