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Brownian Motion And Stochastic Calculus

by Steven Shreve e Ioannis Karatzas
language: english
Publisher: SPRINGER-VERLAG NEW YORK INC., August of 1991 ‧
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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: 9780387976556
Publisher: SPRINGER-VERLAG NEW YORK INC.
Release Date: August of 1991
Language: English
Dimensions: 155 x 235 x 25 mm
Cover: Softcover
Pages: 470
Format: Book
Collection: Graduate Texts In Mathematics
Categories: Books in English > Science > Mathematics
EAN: 9780387976556

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