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.
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Editorial Reviews
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"... reader having some knowledge of the theory of stochastic processes and elementary Martingale theory will find it extremely useful." -- Mathematical Reviews
"This book is a thorough and self-contained treatise of martingales as a tool in stochastic analysis, integrals and differential equations." -- Lavoisier-Technique et Documentation
"a very useful text for graduates and Ph.D students as well as a basis reference book for specialist." -- Mathematical Abstracts 1998
"This book is a thorough and self-contained treatise of martingales as a tool in stochastic analysis, integrals and differential equations." -- Lavoisier-Technique et Documentation
"a very useful text for graduates and Ph.D students as well as a basis reference book for specialist." -- Mathematical Abstracts 1998
From the Publisher
This book is a thorough and self-contained treatise ofmartingales as a tool in stochastic analysis, stochastic integrals andstochastic differential equations. The book is clearly written anddetails of proofs are worked out.
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7
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- Topics in Circular Statistics by S. Rao Jammalamadaka in Front Matter
- Reflecting Stochastic Differential Equations with Jumps and Applications (Chapman & Hall/CRC Research Notes in Mathematics Series) by Situ Rong in Back Matter
- Non-autonomous Kato Classes and Feynman-kac Propagators by Archil Gulisashvili in Back Matter
- Mathematical Methods in Sample Surveys (Series on Multivariate Analysis, Vol 3) by Howard G. Tucker in Front Matter
- Structural Aspects in the Theory of Probability: A Primer in Probabilities on Algebraic - Topological Structures (Series on Multivariate Analysis) by H. Heyer in Front Matter
See all 7 books citing this book
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