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Brownian Motion and Stochastic Calculus - Graduate Texts in Mathematics Ioannis Karatzas Second Edition 1998 edition
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Brownian Motion and Stochastic Calculus - Graduate Texts in Mathematics
Ioannis Karatzas
This book is designed as a text for graduate courses in stochastic processes. This book 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.
493 pages, biography
| Medios de comunicación | Libros Paperback Book (Libro con tapa blanda y lomo encolado) |
| Publicado | 16 de agosto de 1991 |
| ISBN13 | 9780387976556 |
| Editores | Springer-Verlag New York Inc. |
| Páginas | 470 |
| Dimensiones | 157 × 234 × 26 mm · 748 g |
| Lengua | Inglés |
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