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Google圖書搜尋
Martingales And Stochastic Analysis
James J Yeh
出版
World Scientific
, 1995-12-08
主題
Mathematics / Probability & Statistics / General
Mathematics / Differential Equations / General
ISBN
9814499609
9789814499606
URL
http://books.google.com.hk/books?id=W_HsCgAAQBAJ&hl=&source=gbs_api
EBook
SAMPLE
註釋
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.