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Semimartingales : a course on stochastic processes / Michel Métivier.
- Format:
- Book
- Author/Creator:
- Métivier, Michel, 1931-
- Series:
- De Gruyter Studies in Mathematics
- De Gruyter studies in mathematics ; 2
- De Gruyter Studies in Mathematics, 0179-0986 ; 2
- Language:
- English
- Subjects (All):
- Stochastic processes.
- Semimartingales (Mathematics).
- Physical Description:
- 1 online resource (304 p.)
- Edition:
- 1st ed.
- Place of Publication:
- Berlin ; New York : W. de Gruyter, 1982.
- Language Note:
- English
- Summary:
- No detailed description available for "Semimartingales".
- Contents:
- pt. 1. Martingales, quasimartingales, semimartingales
- pt. 2. Stochastic calculus.
- Notes:
- Description based upon print version of record.
- Includes bibliographical (p. [273]-283) and indexes.
- ISBN:
- 9783110845563
- 3110845563
- OCLC:
- 922945266
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