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Brownian Motion, Martingales, And Stochastic Calculus

by Jean-Francois Le Gall
language: english
Publisher: Springer International Publishing AG, May of 2016 ‧
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This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales.

Brownian Motion, Martingales, And Stochastic Calculus

by Jean-Francois Le Gall

Property Description
ISBN: 9783319310886
Publisher: Springer International Publishing AG
Release Date: May of 2016
Language: English
Dimensions: 164 x 246 x 21 mm
Cover: Hardcover
Pages: 273
Format: Book
Collection: Graduate Texts In Mathematics
Categories: Books in English > Computing > Operating Systems and Networks
Books in English > Others
EAN: 9783319310886

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