J Yeh, "Martingales And Stochastic Analysis "
English | ISBN: 981022477X | | 516 pages | PDF | 182 MB
English | ISBN: 981022477X | | 516 pages | PDF | 182 MB
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.