Semimartingale Theory and Stochastic Calculus

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Last edited by MARC Bot
December 22, 2022 | History

Semimartingale Theory and Stochastic Calculus

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Publish Date
Publisher
CRC
Language
English
Pages
400

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Edition Availability
Cover of: Semimartingale Theory and Stochastic Calculus
Semimartingale Theory and Stochastic Calculus
September 14, 1992, CRC
Hardcover in English

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Book Details


First Sentence

"Readers are assumed to be familiar with the fundamentals of measure theory and probability theory in Loeve or Neveu, such as measure extension theorem, Radon-Nikodym theorem, dominated convergence theorem, Fatou's lemma, Lp-space, Holder's inequality, conditional mathematical expectation, Jensen's inequality, conditional independence, product probability space and Fubini's theorem."

Classifications

Library of Congress
, QA274.5, QA274.5 .H4 1992

The Physical Object

Format
Hardcover
Number of pages
400
Dimensions
9.9 x 6.2 x 1.2 inches
Weight
2 pounds

ID Numbers

Open Library
OL8261168M
ISBN 10
0849377153
ISBN 13
9780849377150
LCCN
91042567
OCLC/WorldCat
1082255796, 24911982
Goodreads
3366444

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History

Download catalog record: RDF / JSON / OPDS | Wikipedia citation
December 22, 2022 Edited by MARC Bot import existing book
December 16, 2022 Edited by MARC Bot import existing book
October 12, 2020 Edited by ImportBot import existing book
August 13, 2020 Edited by ImportBot import existing book
April 29, 2008 Created by an anonymous user Imported from amazon.com record