MARTINGALES AND STOCHASTIC INTEGRALS

MARTINGALES AND STOCHASTIC INTEGRALS

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-contained and Dr Kopp makes fewer demands on the reader's background in probability theory than is usual.
Editora: CAMBRIDGE UNIVERSITY PRESS
ISBN: 0521090334
ISBN13: 9780521090339
Edição: 1ª Edição - 2008
Número de Páginas: 216
Acabamento: PAPERBACK
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