Brownian Motion and Stochastic Calculus - Paperback
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Availability:In StockContributor:Ioannis Karatzas, Steven ShreveSeries:Graduate Texts in MathematicsPublish date:1991-08-16Pages:470
Languages:EnglishPublisher:SpringerISBN-13:9780387976556ISBN-10:387976558UPC:9780387976556Book Category:Mathematics, MedicalBook Subcategory:Calculus, Probability & StatisticsSize:9.10 x 6.10 x 1.10 inchesWeight:1.55Product ID:SC91YSA8FM
This book is designed as a text for graduate courses in stochastic processes. It contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. The text is complemented by a large number of problems and exercises.
Languages:EnglishPublisher:SpringerISBN-13:9780387976556ISBN-10:387976558UPC:9780387976556Book Category:Mathematics, MedicalBook Subcategory:Calculus, Probability & StatisticsSize:9.10 x 6.10 x 1.10 inchesWeight:1.55Product ID:SC91YSA8FM
Publisher: Springer
Edition
2nd Corrected 1998. Edition
Contributor(s)
Authors
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