Martingales and stochastic analysis

Martingales and stochastic analysis

by Yeh, J., (James)

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Title Statements

  • Full title :Martingales and stochastic analysis / J. Yeh.

Edition Statements

  • Publication Date:©1995.

Publication Statements

  • Publisher(s):World Scientific
  • Place of Publication:Singapore
  • Language:eng
  • Publication Date:©1995.

The Physical Object

  • Description:xiii, 501 pages ; : 22 cm

Edition Identifiers

  • ISBN:981022477X, 9789810224776
  • oclc:ocm33243595
  • LC Classification:QA274.5
  • Dewey Decimal:519.2/87

Table of Contents

1. Stochastic Processes -- 2. Martingales -- 3. Stochastic Integrals -- 4. Stochastic Differential Equations -- A Stochastic Independence -- B Conditional Expectations -- C Regular Conditional Probabilities -- D Multidimensional Normal Distributions.

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Subjects

Analyse stochastique Martingál Martingales (Mathematics) Martingales (Mathématiques) Stochastic analysis Stochastische Analysis Stochastischer Prozess

Writers

Yeh, J., (James)

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