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Geometry of random motion: proceedings of the AMS-IMS-SIAM Joint Summer Rese…
by Durrett, Richard, Institute of Mathematical Sciences (New York, N.Y.), Society for Industrial and Applied Mathematics (U.S.), AMS-IMS-SIAM Joint Summer Research Conference in the Mathematical Sciences, American Mathematical Society, Geometry of Random Motion
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Type: Book
This book provides an introduction to the rapidly expanding theory of stochastic integration and martingales. The treatment is close to that developed by the French school of probabilists, but is more elementary than other texts. The presentation is abstract, but largely self-co…
Calcul stochastique et problèmes de martingales
by Jacod, Jean
fromLecture notes in mathematics
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Type: Book
