Kopp, P. E., 1944-

Martingales and stochastic integrals/ P. E. Kopp. - Cambridge, UK New York: Cambridge University Press, 1984. - xi, 202 p.: ill.; 24 cm.

"Text has grown out of graduate lecture courses given at the University of Hull"--Pref. Includes index.

Bibliography: p. 194-197.

0521247586

83024083 //r92

GB84-26765


Martingales (Mathematics)
Stochastic integrals.

519.236 / K83m