Buch, Französisch, 190 Seiten, Format (B × H): 165 mm x 236 mm, Gewicht: 408 g
Buch, Französisch, 190 Seiten, Format (B × H): 165 mm x 236 mm, Gewicht: 408 g
Reihe: Publications of the Scuola Normale Superiore
ISBN: 978-88-7642-290-4
Verlag: Scuola Normale Superiore
The aim of this book is to give an elementary and essential introduction to the stochastic integration with respect to a semi-martingale. It is supposed to be useful to the beginner as a starting point for additional studies and readings in the subject. The exposed theory is only about real-valued processes. The prerequisites for this book are of an average level; basically the reader is supposed to be familiar with the language of probability and with the basilar notions of measure theory.
Zielgruppe
Research