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Vector Integration and Stochastic Integration in Banach Spaces

ISBN: 978-0-471-37738-2
Hardcover
448 pages
February 2000
List Price: US $226.75
Government Price: US $156.76
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Vector Integration and Stochastic Integration in Banach Spaces (0471377384) cover image
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Vector Integration.

The Stochastic Integral.

Martingales.

Processes with Finite Variation.

Processes with Finite Semivariation.

The Itô Formula.

Stochastic Integration in the Plane.

Two-Parameter Martingales.

Two-Parameter Processes with Finite Variation.

Two-Parameter Processes with Finite Semivariation.

References.
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