<p><br/></p><p></p><p>The first four chapters focus on the discrete time martingale theory, where some key results such as Martingale convergence Theorem, Maximal Inequalities and their applications&nbsp;are focused. Those theorems are the key elements of asymptotics in econometric theory.</p><p>The rest chapters deal with the continuous time martingale theory and stochastic integral, which is extremely useful for financial theories.</p><p>Hopefully everyone will like it!</p>

[此贴子已经被作者于2008-2-9 0:24:59编辑过]