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Forventes på lager: 26-05-2003
Offers an account of Kiyosi Ito's program. This book offers an account of integral curves on the space of probability measures. It provides a systematic development of Ito's theory of stochastic integration: first for Brownian motion and then for continuous martingales.
| Forlag | Princeton University Press |
| Forfatter | Daniel W. Stroock |
| Type | Bog |
| Format | Paperback / softback |
| Sprog | Engelsk |
| Udgivelsesdato | 26-05-2003 |
| Første udgivelsesår | 2003 |
| Serie | Annals of Mathematics Studies |
| Originalsprog | United States |
| Sideantal | 288 |
| Indbinding | Paperback / softback |
| Forlag | Princeton University Press |
| Sideoplysninger | 288 pages |
| Mål | 155 x 235 x 20 |
| ISBN-13 / EAN-13 | 9780691115436 |