Martingales And Stochastic Analysis(English, Hardcover, Yeh James J)
- Yeh James J
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Know about the book -
Martingales And Stochastic Analysis(English, Hardcover, Yeh James J) is written by Yeh James J and published by World Scientific Publishing Co Pte Ltd. It's available with International Standard Book Number or ISBN identification 981022477X (ISBN 10) and 9789810224776 (ISBN 13).
This book is a thorough and self-contained treatise of martingales as a tool in stochastic analysis, stochastic integrals and stochastic differential equations. The book is clearly written and details of proofs are worked out.
