𝔖 Bobbio Scriptorium
✦   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

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


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