Brownian Motion and Stochastic Calculus
(Bog, Paperback / softback, Engelsk)
Forlag:
Springer-Verlag New York Inc.
- Type: Bog
- Format: Paperback / softback
-
Sprog:
Engelsk
- ISBN-13: 9780387976556
- Se flere detaljer ▼
Bemærk: Kan ikke leveres før jul.
Beskrivelse
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.
Læsernes anmeldelser (0)
Alle detaljer
| Forlag | Springer-Verlag New York Inc. |
| Forfattere | Ioannis Karatzas, Steven Shreve |
| Type | Bog |
| Format | Paperback / softback |
| Sprog | Engelsk |
| Udgave | Second Edition 1998 |
| Udgivelsesdato | 16-08-1991 |
| Første udgivelsesår | 1991 |
| Serie | Graduate Texts in Mathematics |
| Illustrationer | XXIII, 470 p. |
| Originalsprog | United States |
| Sideantal | 470 |
| Indbinding | Paperback / softback |
| Forlag | Springer-Verlag New York Inc. |
| Sideoplysninger | 470 pages, XXIII, 470 p. |
| Mål | 234 x 157 x 26 |
| ISBN-13 / EAN-13 | 9780387976556 |