Semimartingales [electronic resource] : a course on stochastic processes / Michel Métivier.

By: Contributor(s): Material type: TextTextSeries: De Gruyter studies in mathematics ; 2Publication details: Berlin ; New York : W. de Gruyter, 1982.Description: xi, 287 pSubject(s): Genre/Form: DDC classification:
  • 519.2/87 19
LOC classification:
  • QA274 .M47 1982eb
Online resources:
Contents:
pt. 1. Martingales, quasimartingales, semimartingales -- pt. 2. Stochastic calculus.
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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.

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