Semimartingales : a course on stochastic processes / Michel Métivier.

By: Métivier, Michel, 1931-
Material type: TextTextSeries: De Gruyter studies in mathematics: 2.Publisher: Berlin ; New York : W. de Gruyter, 1982Description: 1 online resource (xi, 287 pages)Content type: text Media type: computer Carrier type: online resourceISBN: 9783110845563; 3110845563Subject(s): Stochastic processes | Semimartingales (Mathematics) | Martingales (Mathématiques) | Processus stochastiques | MATHEMATICS -- Probability & Statistics -- General | Semimartingales (Mathematics) | Stochastic processes | Martingal | Semimartingal | Stochastischer Prozess | Processus stochastiques | Semimartingales (mathématiques)Genre/Form: Electronic books. | Electronic books. Additional physical formats: Print version:: Semimartingales.DDC classification: 519.2/87 LOC classification: QA274 | .M47 1982Other classification: 31.70 | SK 820 | 27 | MAT 605f Online resources: Click here to access online
pt. 1. Martingales, quasimartingales, semimartingales -- pt. 2. Stochastic calculus.
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Includes bibliographical references (pages 273-283).

pt. 1. Martingales, quasimartingales, semimartingales -- pt. 2. Stochastic calculus.

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Electronic reproduction. [Place of publication not identified] : HathiTrust Digital Library, 2010. MiAaHDL

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