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Stochastic integration / Michel Métivier, J. Pellaumail.
Math/Physics/Astronomy Library QA274.22 .M47
Available
- Format:
- Book
- Author/Creator:
- Métivier, Michel, 1931-
- Pellaumail, Jean, author.
- Series:
- Probability and mathematical statistics
- Language:
- English
- Subjects (All):
- Stochastic integrals.
- Martingales (Mathematics).
- Decomposition (Mathematics).
- Physical Description:
- xii, 196 pages ; 24 cm.
- Place of Publication:
- New York : Academic Press, 1980.
- Notes:
- Includes index.
- Bibliography: pages 188-194.
- ISBN:
- 0124914500
- OCLC:
- 5608050
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