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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Bibliographic Details
Main Author: Kusuoka, S (Shigeo), 1954- (Author)
Format: Book
Language:English
Published: Singapore : Springer, [2020]
Series:Monographs in Mathematical Economics ; v. 3
Subjects:

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Stanford University

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Call Number: ISIL:US-CST