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Martingales and stochastic integrals. With contribution by C. Barnett and I. F. Wilde. Reprint of the 1984 hardback ed. (English) Zbl 1152.60043
Cambridge: Cambridge University Press (ISBN 978-0-521-09033-9/pbk). xi, 202 p. (2008).
See the review of the hardback edition (1984) in Zbl 0537.60047

MSC:
60H05 Stochastic integrals
60G44 Martingales with continuous parameter
60-02 Research exposition (monographs, survey articles) pertaining to probability theory
60G42 Martingales with discrete parameter
60G55 Point processes (e.g., Poisson, Cox, Hawkes processes)
60G40 Stopping times; optimal stopping problems; gambling theory
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