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Stochastic analysis in discrete and ...

Privault, Nicolas.

Stochastic analysis in discrete and continuous settingswith normal martingales /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Stochastic analysis in discrete and continuous settingsby Nicolas Privault.
Reminder of title:	with normal martingales /
Author:	Privault, Nicolas.
Published:	Berlin, Heidelberg :Springer-Verlag Berlin Heidelberg,2009.
Description:	ix, 310 p. :ill., digital ;24 cm.
Series:	Lecture notes in mathematics,
Contained By:	Springer eBooks
Subject:	Stochastic analysis.
Online resource:	http://dx.doi.org/10.1007/978-3-642-02380-4
ISBN:	9783642023804 (electronic bk.)

Stochastic analysis in discrete and continuous settingswith normal martingales /
Privault, Nicolas.

Stochastic analysis in discrete and continuous settingswith normal martingales /[electronic resource] :by Nicolas Privault. - Berlin, Heidelberg :Springer-Verlag Berlin Heidelberg,2009. - ix, 310 p. :ill., digital ;24 cm. - Lecture notes in mathematics,19820075-8434 ;.

ISBN: 9783642023804 (electronic bk.)Subjects--Topical Terms:

183332
Stochastic analysis.

LC Class. No.: QA274.2 / .P758 2009

Dewey Class. No.: 519.22

Stochastic analysis in discrete and continuous settingswith normal martingales /
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020 $a 9783642023798 (paper)
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100 1 $a Privault, Nicolas. $3 328908
245 1 0 $a Stochastic analysis in discrete and continuous settings $h [electronic resource] : $b with normal martingales / $c by Nicolas Privault.
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300 $a ix, 310 p. : $b ill., digital ; $c 24 cm.
440 0 $a Lecture notes in mathematics, $x 0075-8434 ; $v 1982
650 0 $a Stochastic analysis. $3 183332
650 0 $a Space and time. $3 176397
650 0 $a Martingales (Mathematics) $3 182691
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650 2 4 $a Probability Theory and Stochastic Processes. $3 274061
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