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Record Nr. |
UNINA9910461953203321 |
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Autore |
Métivier Michel <1931-> |
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Titolo |
Semimartingales [[electronic resource] ] : a course on stochastic processes / / Michel Métivier |
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Pubbl/distr/stampa |
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Berlin ; ; New York, : W. de Gruyter, 1982 |
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ISBN |
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Descrizione fisica |
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1 online resource (304 p.) |
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Collana |
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De Gruyter Studies in Mathematics, , 0179-0986 ; ; 2 |
De Gruyter studies in mathematics ; ; 2 |
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Disciplina |
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Soggetti |
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Stochastic processes |
Semimartingales (Mathematics) |
Electronic books. |
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Lingua di pubblicazione |
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Formato |
Materiale a stampa |
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Livello bibliografico |
Monografia |
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Note generali |
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Description based upon print version of record. |
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Nota di bibliografia |
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Includes bibliographical (p. [273]-283) and indexes. |
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Nota di contenuto |
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pt. 1. Martingales, quasimartingales, semimartingales -- pt. 2. Stochastic calculus. |
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