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Brownian Motion And Stochastic Calculus
language: english
Publisher:
SPRINGER-VERLAG NEW YORK INC., August of 1991 ‧
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SYNOPSIS
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.
DETAILS
| 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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