Martingales and stochastic integrals /
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| Author / Creator: | Kopp, P. E., 1944- |
|---|---|
| Imprint: | Cambridge [Cambridgeshire] ; New York : Cambridge University Press, 1984. |
| Description: | xi, 202 p. : ill. ; 24 cm. |
| Language: | English |
| Subject: | |
| Format: | Print Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/665321 |
Table of Contents:
- Preface
- Probabilistic background
- 1. Weak compactness and uniform integrability
- 2. Discrete time martingales
- 3. Continuous-time martingales
- 4. Stochastic integrals
- Appendix
- References
- List of symbols
- Index
