Theory of martingales

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Bibliographic Information

Title
"Theory of martingales"
Statement of Responsibility
by R.Sh. Liptser and A.N. Shiryayev ; [translated from the Russian by K. Dzjaparidze]
Publisher
  • Kluwer Academic Publishers
Publication Year
  • c1989
Book size
25 cm
Series Name / No
  • : pbk
Other Title
  • Теория мартингалов

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Notes

Translation of: Теория мартингалов. Moscow : Nauka, c1986

Bibliography: p. 766-787

Includes index

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