103,90 лв.

Martingales and Stochastic Integrals

103,90 лв.
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.
Информация за "Martingales and Stochastic Integrals"
  • SKU 9780521090339
  • Weight 0.340000
  • ISBN 9780521090339
  • Вид корица Paperback / softback
  • Издателство Cambridge University Press
  • Брой страници 216