Elementary Stochastic Calculus, With Finance In View by Thomas Mikosch (English)
62,09 €
By Thomas Mikosch. Author Thomas Mikosch. Appendices: modes of convergence; inequalities; non-differentiability and unbounded variation of Brownian sample paths; proof of the existence of the general Ito stochastic integral; the Radon-Nikodym theorem; proof of the existence and uniqueness of the conditional expectation.
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