Semimartingales

Métivier, Michel, 1931-

Semimartingales a course on stochastic processes / [electronic resource] : Michel Métivier. - Berlin ; New York : W. de Gruyter, 1982. - xi, 287 p. - De Gruyter studies in mathematics ; 2 .

Includes bibliographical (p. [273]-283) and indexes.

pt. 1. Martingales, quasimartingales, semimartingales -- pt. 2. Stochastic calculus.


Electronic reproduction.
Palo Alto, Calif. :
ebrary,
2011.
Available via World Wide Web.
Access may be limited to ebrary affiliated libraries.






Stochastic processes.
Semimartingales (Mathematics)


Electronic books.

QA274 / .M47 1982eb

519.2/87