Brownian Motion and Stochastic Calculus
By:Ioannis Karatzas,Steven Shreve,Steven E. Shreve,Steven E.. Shreve
Published on 1991 by Springer Science & Business Media
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. Include a large number of problems and exercises.From the reviews: |A valuable book for every graduate student studying stochastic process, and for those who are interested in pure and applied probability. The authors have done a good job.| --MATHEMATICAL REVIEWS
This Book was ranked at 22 by Google Books for keyword time and motion.
Book ID of Brownian Motion and Stochastic Calculus's Books is ATNy_Zg3PSsC, Book which was written byIoannis Karatzas,Steven Shreve,Steven E. Shreve,Steven E.. Shrevehave ETAG "tOxOX+3swYg"
Book which was published by Springer Science & Business Media since 1991 have ISBNs, ISBN 13 Code is 9780387976556 and ISBN 10 Code is 0387976558
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Book which have "470 Pages" is Printed at BOOK under CategoryMathematics
This Book was rated by 11 Raters and have average rate at "4.5"
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Book was written in en
eBook Version Availability Status at PDF is true and in ePub is false
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