Rongo Univesity Library catalog › Details for: Semimartingales

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Semimartingales

by M�etivier, Michel,

Additional authors: ebrary, Inc.

Series: De Gruyter studies in mathematics ; . 2 Published by : W. de Gruyter, (Berlin ; | New York :) Physical details: xi, 287 p.

Subject(s): Stochastic processes. | Semimartingales (Mathematics) | Electronic books.

Year: 1982

Online resources:

http://site.ebrary.com/lib/rucke/Doc?id=10599192
- An electronic book accessible through the World Wide Web; click to view

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Includes bibliographical (p. [273]-283) and indexes.

pt. 1. Martingales, quasimartingales, semimartingales -- pt. 2. Stochastic calculus.

Electronic reproduction. Palo Alto, Calif. : ebrary, 2011. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.

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