Brownian Motion and Stochastic Calculus

Brownian Motion and Stochastic Calculus
Author :
Publisher : Springer Science & Business Media
Total Pages : 500
Release :
ISBN-10 : 0387976558
ISBN-13 : 9780387976556
Rating : 4/5 (58 Downloads)

Book Synopsis Brownian Motion and Stochastic Calculus by : Ioannis Karatzas

Download or read book Brownian Motion and Stochastic Calculus written by Ioannis Karatzas and published by Springer Science & Business Media. This book was released on 1991 with total page 500 pages. Available in PDF, EPUB and Kindle. Book excerpt: For readers familiar with measure-theoretic probability and discrete time processes, who wish to explore stochastic processes in continuous time. Annotation copyrighted by Book News, Inc., Portland, OR


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