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Semimartingales [electronic resource] : a course on stochastic processes / Michel Métivier.
Métivier, Michel, 1931-
1982
QA274 .M47 1982eb
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Title
Semimartingales [electronic resource] : a course on stochastic processes / Michel Métivier.
Author
Métivier, Michel, 1931-
ISBN
3110086743
9783110086744
9783110845563 (e-book)
Publication Details
Berlin ; New York : W. de Gruyter, 1982.
Language
English
Description
xi, 287 p.
Call Number
QA274 .M47 1982eb
Dewey Decimal Classification
519.2/87
Bibliography, etc. Note
Includes bibliographical (p. [273]-283) and indexes.
Access Note
Access limited to authorized users.
Series
De Gruyter studies in mathematics ; 2
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Table of Contents
pt. 1. Martingales, quasimartingales, semimartingales
pt. 2. Stochastic calculus.
Browse Subjects
Stochastic processes.
Semimartingales (Mathematics)
Electronic books.
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