Martingales And Stochastic Analysis

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This book is a thorough and self-contained treatise of martingales as a tool in stochastic analysis, stochastic integrals and stochastic differential equations. The book is clearly written and details of proofs are worked out.Format: HardcoverNo of Pages: 516Imprint: World ScientificPublication date: 19951201Series: Series On Multivariate Analysis Show more