Martingales and stochastic integrals

Title
  1. Martingales and stochastic integrals / P.E. Kopp.
Published by
  1. Cambridge [Cambridgeshire] ; New York : Cambridge University Press, 1984.
Author
  1. Kopp, P. E., 1944-

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Details

Description
  1. xi, 202 p.; 24 cm.
Subject
  1. Stochastic integrals
  2. Martingales (Mathematics)
Call number
  1. JSE 84-1205
Note
  1. "Text has grown out of graduate lecture courses given at the University of Hull"--Pref.
  2. Includes index.
Bibliography (note)
  1. Bibliography: p. 194-197.
Author
  1. Kopp, P. E., 1944-
Title
  1. Martingales and stochastic integrals / P.E. Kopp.
Imprint
  1. Cambridge [Cambridgeshire] ; New York : Cambridge University Press, 1984.
Bibliography
  1. Bibliography: p. 194-197.
LCCN
  1. 83024083
ISBN
  1. 0521247586
Research call number
  1. JSE 84-1205
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