by He/Wang/yan (Author)
Presents an account of the general theory of stochastic processes, the semimartingale theory, and related stochastic calculus. This book emphasizes stochastic integration for semimartingales, characteristics of semimartingales, predictable representation properties and weak convergence of semimartingales.
Format: Hardcover
Pages: 400
Edition: 1
Publisher: CRC Press
Published: 14 Sep 1992
ISBN 10: 0849377153
ISBN 13: 9780849377150
FREE UK DELIVERY 
Global shipping from £2.99
FREE UK DELIVERY
30 Day Refund Guarantee
