Stochastic Integration and Differential Equations

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).

Paperback / softback. 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).

New. New Book; Fast Shipping from UK; Not signed; Not First Edition; The Stochastic Integration and Differential Equations.

Paperback / softback. New.

paperback. Good. Access codes and supplements are not guaranteed with used items. May be an ex-library book.