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Dati bibliografici

Titolo: Brownian Motion and Stochastic Calculus (Graduate Texts in Mathematics)
Editore: - -
Data di pubblicazione: 1991
Lingua: Inglese
ISBN 10: 0387976558
ISBN 13: 9780387976556
Rilegatura: Paperback
Edizione: seconda edizione
Condizione: Very Good

Descrizione articolo

Riassunto

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.

Recensione

Second Edition

I. Karatzas and S.E. Shreve

Brownian Motion and Stochastic Calculus

"A valuable book for every graduate student studying stochastic process, and for those who are interested in pure and applied probability. The authors have done a good job."―MATHEMATICAL REVIEWS

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