STOCHASTIC INTEGRALS (PROBABILITY THEORY)

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Martingales and stochastic integrals

Martingales and stochastic integrals

by Kopp, Ekkehard, Mathematiker

0 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…