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:
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