An Introduction to Martingales, Stochastic Integrals and Estimation
by
Venkatarama Krishnan
Language: English
Release Date: October 17, 2013
Most useful for graduate students in engineering and finance who have a basic knowledge of probability theory, this volume is designed to give a concise understanding of martingales, stochastic integrals, and estimation. It emphasizes applications. Many theorems feature heuristic proofs; others include...