Brownian Motion and Stochastic Calculus - Graduate Texts in Mathematics - Ioannis Karatzas - Books - Springer-Verlag New York Inc. - 9780387976556 - August 16, 1991
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Ioannis Karatzas
Brownian Motion and Stochastic Calculus - Graduate Texts in Mathematics Second Edition 1998 edition

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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.

493 pages, biography

Media Books     Paperback Book   (Book with soft cover and glued back)
Released August 16, 1991
ISBN13 9780387976556
Publishers Springer-Verlag New York Inc.
Pages 470
Dimensions 157 × 234 × 26 mm   ·   748 g
Language English  

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