Stochastic Integration and Differential Equations
by Philip Protter
- New
- Hardcover
- Condition
- New
- ISBN 10
- 3540003134
- ISBN 13
- 9783540003137
- Seller
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Southport, Merseyside, United Kingdom
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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)
- 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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Southport, Merseyside
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