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Stochastic Analysis in Discrete and Continuous Settings: With Normal Martingales

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Stochastic Analysis in Discrete and Continuous Settings: With Normal Martingales - Privault, Nicolas
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This unified presentation of stochastic analysis for continuous and discontinuous stochastic processes in both discrete and continuous time is mostly self-contained and accessible to readers who have already received a basic training in probability.

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Stochastic Analysis in Discrete and Continuous Settings: With Normal Martingales 2009, Springer, Berlin, Heidelberg

ISBN-13: 9783642023798

2009 edition

Trade paperback