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Brownian Motion and Stochastic Calculus - Graduate Texts in Mathematics Ioannis Karatzas Second Edition 1998 edition
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Brownian Motion and Stochastic Calculus - Graduate Texts in Mathematics
Ioannis Karatzas
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
| Mediji | Grāmatas Paperback Book (Grāmata ar mīksto vāku un līmēto muguru) |
| Izlaists | 1991. gada 16. augusts |
| ISBN13 | 9780387976556 |
| Izdevēji | Springer-Verlag New York Inc. |
| Lapas | 470 |
| Izmēri | 157 × 234 × 26 mm · 748 g |
| Valoda | Angļu |
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