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Springer Stochastic Analysis in Discrete and Continuous Settings: With Normal Martingales: 1982 (Lecture Notes in Mathematics, 1982)

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Description

This unified presentation of stochastic analysis for continuous and discontinuous stochastic processes in both discrete and continuous time is mostly self-contained and accessible to readers who have already received a basic training in probability.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
14 August 2009
Listed Since
12 May 2009

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