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Brownian Motion And Stochastic Calculus eBook

by Steven Shreve e Ioannis Karatzas
language: english
Publisher: SPRINGER NEW YORK, March of 2014 ‧
59,61€
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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.

Brownian Motion And Stochastic Calculus

by Steven Shreve e Ioannis Karatzas

Property Description
ISBN: 9781461209492
Publisher: SPRINGER NEW YORK
Release Date: March of 2014
Language: English
Format: eBook
File Format and Compatibility: PDF para ADE
Collection: Graduate Texts In Mathematics
Categories: eBooks in English > Science > Mathematics
EAN: 9781461209492

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