Jean-Francois Le Gall Forfatter
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Brownian Motion, Martingales, and Stochastic Calculus (Bog, Hardback, Engelsk)
This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales.
Levering: 6 - 9 hverdage -
Measure Theory, Probability, and Stochastic Processes (Bog, Hardback, Engelsk)
Some basic facts from functional analysis, in particular on Hilbert and Banach spaces, are included in the appendix.Measure Theory, Probability, and Stochastic Processes is an ideal text for readers seeking a thorough understanding of basic probability theory.
Levering: Skaffevare (forvent 14 - 30 hverdage)
