Science & Mathematics
Stochastic Analysis in Discrete and Continuous Settings (English, Nicolas Privault)
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About the Book
This monograph is an introduction to some aspects of stochastic analysis in the framework of normal martingales, in both discrete and continuous time. The text is mostly self-contained, except for Section 5.7 that requires some background in geometry, and should be accessible to graduate students and researchers having already received a basic training in probability. Prereq- sites are mostly limited to a knowledge of measure theory and probabili…
ISBN: 9783642023798
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