Stochastic analysis in discrete and continuous settings. With normal martingales.
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Publication:730785
DOI10.1007/978-3-642-02380-4zbMath1185.60005OpenAlexW4253339690MaRDI QIDQ730785
Publication date: 1 October 2009
Published in: Lecture Notes in Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-02380-4
Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic integrals (60H05) Research exposition (monographs, survey articles) pertaining to probability theory (60-02)
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