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Stochastic analysis
This book is intended for university seniors and graduate students majoring in probability theory or mathematical finance. In the first chapter, results in probability theory are reviewed. Then, it follows a discussion of discrete-time martingales, continuous time square integrable martingales (part...
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| Lenguaje: | eng |
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Springer
2020
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| Acceso en línea: | https://dx.doi.org/10.1007/978-981-15-8864-8 http://cds.cern.ch/record/2744428 |