Two-Parameter Martingales And Their Quadratic Variation
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| Originally published | 1988 |
| Authors | Peter Imkeller |
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| ID | 2114495 |
About Two-Parameter Martingales And Their Quadratic Variation
This book has two-fold aims. In a first part it gives an introductory, thorough and essentially self-contained treatment of the general theory of two-parameter processes that has developed since around 1975. Apart from two survey papers by Merzbach and Meyer it is the first text of this kind. . . .