Semimartingale Theory and Stochastic Calculus

Semimartingale Theory and Stochastic Calculus

by He/Wang/yan (Author)

Synopsis

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.

$203.83

Quantity

5 in stock

More Information

Format: Hardcover
Pages: 400
Edition: 1
Publisher: CRC Press
Published: 14 Sep 1992

ISBN 10: 0849377153
ISBN 13: 9780849377150