✦ LIBER ✦

KARATZAS, IOANNIS; SHREVE, STEVEN E.: Brownian Motion and Stochastic Calculus. Springer-Verlag, Berlin — Heidelberg — New York — London — Paris — Tokyo — Hong Kong 1988, XIII, 270 pp., 10 Figs, DM 138,—. 3—540—96535—1

✍ Scribed by E. Platen

Publisher: John Wiley and Sons
Year: 2007
Tongue: English
Weight: 61 KB
Volume: 32
Category: Article
ISSN: 0323-3847
DOI: 10.1002/bimj.4710320403

No coin nor oath required. For personal study only.

✦ Synopsis

This book gives a syetematic exposition of Brownian motion and its stochastic CahlUS. As well the Markov property aa the martingale property form the fundamental concepts in the theory of stochastic processes which guide through this well written book. It is designed for a graduate

📜 SIMILAR VOLUMES

BRÉMAUD, PIERRE: An Introduction to Prob

BRÉMAUD, PIERRE: An Introduction to Probabilistic Modeling. Springer-Verlag, Berlin — Heidelberg — New York — London — Paris — Tokyo — Hong Kong 1988, XVI, 207 pp., 90 Figs., DM 74,—. 3—540—96460—6

✍ E. Platen 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 51 KB

The Handbook of Environmental Chemistry.

The Handbook of Environmental Chemistry. Volume 2, Part E. Reactions and Processes. Ed. O. HUTZINGER.-240 pp., 50 figs., 40 tabs. Berlin, Heidelberg, New York, London, Paris, Tokyo, Hong Kong: Springer-Verlag 1989. ISBN 3-540-51126-1 Springer-Verlag Berlin, Heidelberg, New York; ISBN 0-387-51126-1 Springer-Verlag New York, Berlin, Heidelberg. DM 160,-.

✍ R. Fischer 📂 Article 📅 1991 🏛 John Wiley and Sons 🌐 English ⚖ 104 KB

The Handbook of Environmental Chemistry.

The Handbook of Environmental Chemistry. Volume 1, Part E. The natural environment and the biogeochemical cycles. Ed. O. HUTZINGER.-192 pp., 66 figs., 4 tabs. Berlin, Heidelberg, New York, London, Paris, Tokyo, Hong Kong: Springer Verlag 1990. ISBN 3-540-15548-1 Springer Verlag Berlin, Heidelberg, New York; ISBN 0-387-15548-1 Springer Verlag New York, Berlin, Heidelberg. DM 128-.

✍ R. Fischer 📂 Article 📅 1991 🏛 John Wiley and Sons 🌐 English ⚖ 191 KB

BINDER, KURT, DIETER M. HEERMANN: Monte

BINDER, KURT, DIETER M. HEERMANN: Monte Carlo Simulation in Statistical Physics. Springer-Verlag, Berlin — Heidelberg — New York — London — Paris — Tokyo — Hong Kong 1988, VIII, 127 pp., 34 Figs., DM 49,—. 3—540—19107—0

✍ E. Platen 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 60 KB