Hardback (31 Dec 1998)
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An introduction to the subject, requiring some knowledge of the theory of stochastic processes, including elementary martingale theory. The "new approach" considers semimartingales as "good integrators" rather than as the sum of a local martingale and a finite variation process. Examples such as Brownian motion, the Poisson process, and Levy proces
| ISBN: | 9780387509969 |
| Publisher: | Springer-Verlag New York Inc. |
| Imprint: | Springer-Verlag New York Inc. |
| Pub date: | 31 Dec 1998 |
| Language: | English |
| Number of pages: | 302 |
| Weight: | 612g |
| Height: | 155mm |
| Width: | 233mm |
| Spine width: | 22mm |
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