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Stochastic Integration and Differential Equations

Stochastic Integration and Differential Equations

Stochastic Integration and Differential Equations

Stochastic Integration and Differential Equations

by Philip Protter

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ISBN 10
3540003134
ISBN 13
9783540003137
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About This Item

Hardback. New. Chapter 4 treats sigma martingales (important in finance theory) and gives a more comprehensive treatment of martingale representation, including both the Jacod-Yor theory and Emery's examples of martingales that actually have martingale representation (thus going beyond the standard cases of Brownian motion and the compensated Poisson process).

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Details

Bookseller
The Saint Bookstore GB (GB)
Bookseller's Inventory #
B9783540003137
Title
Stochastic Integration and Differential Equations
Author
Philip Protter
Format/Binding
Hardback
Book Condition
New New
Quantity Available
10
Binding
Hardcover
ISBN 10
3540003134
ISBN 13
9783540003137
Publisher
Springer
Place of Publication
China
This edition first published
2005-05

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The Saint Bookstore

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Southport, Merseyside

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