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Stochastic Integration And Differential Equations

Includes the proof of the fundamental Doob-Meyer decomposition theorem. This book contains the more general version of the Girsanov theorem due to Lenglart and martingale representation, including both the Jacod-Yor theory and Emery's examples of martingales that actually have martingale representation.
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  • Availability: Out Of Stock
  • Supplier: Pickabook
  • SKU: 9783540003137
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£47.59

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Includes: the proof of the fundamental Doob-Meyer decomposition theorem. This book contains the more general version of the Girsanov theorem due to Lenglart & martingale representation, including both the Jacod-Yor theory & Emery's examples of martingales that actually have martingale representation.

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Pickabook
A UK based company founded in 1998. Offering exceptional value for money on a wide range of books including leather bound books and sticker books.

Over 5 million books in stock - all new
Discounts of upto 80 percent
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Page Updated: 2015-03-31 20:45:45

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