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MARTINGALES & STOCHASTIC ANALYSIS   (V1) : Series on Multivariate Analysis , Vol 1 - YEH J

MARTINGALES & STOCHASTIC ANALYSIS (V1)

By: YEH J

Hardcover | 1 December 1995

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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.

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