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. The si...
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| Format: | Electronic eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg :
Springer Berlin Heidelberg,
2009.
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| Series: | Lecture Notes in Mathematics,
1982 |
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| Online Access: | Full Text via HEAL-Link |
