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.