Stochastic integration

Stochastic integration

by Métivier, Michel

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Title Statements

  • Full title :Stochastic integration / Michel Metivier, J. Pellaumail.

Edition Statements

  • Publication Date:1980.

Publication Statements

  • Publisher(s):Academic P.
  • Place of Publication:New York
  • Language:eng
  • Publication Date:1980.

The Physical Object

  • Description:xii, 196 s.

Edition Identifiers

  • ISBN:0124914500, 9780124914506
  • oclc:ocn925048123
  • Dewey Decimal:519.2

Subjects

Decomposition (Mathematics) Décomposition (mathématiques) Intégrales stochastiques Martingales (Mathematics) Martingales (Mathématiques) Stochastic integrals

Writers

Métivier, Michel Pellaumail, J.

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