Martingales and Stochastic Integrals
by
P. E. Kopp
Book Details
Format
Paperback / Softback
ISBN-10
0521090334
ISBN-13
9780521090339
Publisher
Cambridge University Press
Imprint
Cambridge University Press
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Nov 20th, 2008
Print length
216 Pages
Weight
340 grams
Dimensions
22.90 x 15.80 x 1.40 cms
Product Classification:
Probability & statistics
Ksh 8,450.00
Manufactured on Demand
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This book provides an introduction to the rapidly expanding theory of stochastic integration and martingales. The treatment is close to that developed by the French school of probabilists, but is more elementary than other texts. The presentation is abstract, but largely self-contained and Dr Kopp makes fewer demands on the reader's background in probability theory than is usual.
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