Martingales Et Intégration Stochastique
- Editore:
SPRINGER NATURE
- Collana:
- Publications of the Scuola Nor
- EAN:
9788876422904
- ISBN:
8876422900
- Pagine:
- 190
- Formato:
- Paperback
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Descrizione Martingales Et Intégration Stochastique
The aim of this book is to give an elementary and essential introduction to the stochastic integration with respect to a semi-martingale. It is supposed to be useful to the beginner as a starting point for additional studies and readings in the subject. The exposed theory is only about real-valued processes. The prerequisites for this book are of an average level; basically the reader is supposed to be familiar with the language of probability and with the basilar notions of measure theory.
Fuori catalogo - Non ordinabile
€ 18.94
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