Martingales and stochastic analysis /
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| Author / Creator: | Yeh, J. (James) |
|---|---|
| Imprint: | Singapore ; River Edge, N.J. : World Scientific, c1995. |
| Description: | xiii, 501 p. ; 23 cm. |
| Language: | English |
| Series: | Series on multivariate analysis ; vol. 1 |
| Subject: | |
| Format: | Print Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/2474586 |
Table of Contents:
- 1. Stochastic Processes
- 2. Martingales
- 3. Stochastic Integrals
- 4. Stochastic Differential Equations
- A Stochastic Independence
- B Conditional Expectations
- C Regular Conditional Probabilities
- D Multidimensional Normal Distributions.
