Stochastische Analysis
Stochastische Analysis
"... Dieses Buch gibt einen guten berblick ber die mathematische Theorie der stochastischen Semimartingale, kann selbstverstndlich nicht alle Gebiete vollstndig abdecken, behandelt jedoch die Kernpunkte hervorragend." C. Cenker. Monatshefte fr Mathematik, Wien "... Zusammenfassend ist dieses Buch sicher als ein Standardwerk der stochastischen Analysis anzusehen und kann vorbehaltlos empfohlen werden." G. Eder. Internationale Mathematische Nachrichten, Wien "In summary, it can be stated that the authors deserve acknowledgemnt for their courage in undertaking an immense work in collecting material, arranging it consistently and writing it up in a neat fashion. Moreover, they succeeded in stressing the well-known message that entering stochastic analysis with the aim of reaching a deeper understanding of the theory and its methods can hardly be achieved 'without tears'. One admires the authors even more once one realizes that they both are self-taught in the field they are writing about and that the second named author just started to publish on the subject." H.Heyer. Metrika.
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