Stochastic analysis in discrete and continuous settings : with normal martingales /

"This volume gives a unified presentation of stochastic analysis for continuous and discontinuous stochastic processes, in both discrete and continuous time. It is mostly self-contained and accessible to graduate students and researchers having already received a basic training in probability....

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Bibliographic Details
Main Author: Privault, Nicolas
Format: Book
Language:English
Published: Berlin : Springer, [2009], ©2009
Berlin : c2009
Berlin : [2009]
Series:Lecture notes in mathematics (Springer-Verlag) ; 1982
Lecture notes in mathematics (Springer-Verlag) 1982
Subjects:

Internet

Stanford University

Holdings details from Stanford University
Call Number: ISIL:US-CST
QA3 .L28 V.1982

University of Chicago

Holdings details from University of Chicago
Call Number: QA274.2.P758 2009

Massachusetts Institute of Technology

Holdings details from Massachusetts Institute of Technology
Call Number: QA3.L471 no.1982

Harvard University

Holdings details from Harvard University
Call Number: QA3 .L28 no.1982

Duke University

Holdings details from Duke University
Call Number: QA1 .L438 no.1982

Princeton University

Holdings details from Princeton University
Call Number: QA3 .L28 no.1982

Columbia University

Holdings details from Columbia University
Call Number: QA3 .L49 v.1982

University of Pennsylvania

Holdings details from University of Pennsylvania
Call Number: QA3 .L28 no.1982