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...
Main Author: | |
---|---|
Corporate Author: | |
Format: | Book |
Language: | English |
Published: |
Singapore :
Springer Singapore : Imprint: Springer,
2020
|
Edition: | First edition 2020 |
Series: | Mathematics and Statistics (SpringerNature-11649)
Monographs in mathematical economics 3 |
Subjects: |