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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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| Lenguaje: | eng |
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Springer
2009
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| Acceso en línea: | https://dx.doi.org/10.1007/978-3-642-02380-4 http://cds.cern.ch/record/1691747 |