Bemærk: Kan ikke leveres før jul.
Forventes på lager: 21-10-2021
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.
| Forlag | Springer Verlag, Singapore |
| Forfatter | Shigeo Kusuoka |
| Type | Bog |
| Format | Paperback / softback |
| Sprog | Engelsk |
| Udgave | 2020 ed. |
| Udgivelsesdato | 21-10-2021 |
| Første udgivelsesår | 2021 |
| Serie | Monographs in Mathematical Economics |
| Illustrationer | 1 Illustrations, black and white; XII, 218 p. 1 illus. |
| Originalsprog | Singapore |
| Sideantal | 218 |
| Indbinding | Paperback / softback |
| Forlag | Springer Verlag, Singapore |
| Sideoplysninger | 218 pages, 1 Illustrations, black and white; XII, 218 p. 1 illus. |
| Mål | 235 x 155 |
| ISBN-13 / EAN-13 | 9789811588662 |