Stochastic Analysis

Stochastic Analysis 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. Autor: Shigeo Kusuoka Wydawnictwo: Springer Rok wydania: 2020 Okładka: twarda Liczba stron: 218 Wymiary: 23.5 x 15.5 cm Ilustracje: 1 Illustrations, black and white; XII, 218 p. 1 illus. Język: angielski ISBN: 9789811588631