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Semimartingale Theory and Stochastic Calculus

By He/Wang/yan

Semimartingale Theory and Stochastic Calculus presents a systematic and detailed account of the general theory of stochastic processes, the semimartingale theory, and related stochastic calculus. The book emphasizes stochastic integration for semimartingales, characteristics of semimartingales,...

Published September 13th 1992 by CRC Press

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