Brownian Motion and Stochastic Calculus
Download or Read eBook Brownian Motion and Stochastic Calculus PDF written by Ioannis Karatzas and published by Springer Science & Business Media. This book was released on 1991 with total page 500 pages. Available in PDF, EPUB and Kindle.
Author | : Ioannis Karatzas |
Publisher | : Springer Science & Business Media |
Total Pages | : 500 |
Release | : 1991 |
ISBN-10 | : 0387976558 |
ISBN-13 | : 9780387976556 |
Rating | : 4/5 (58 Downloads) |
Book Synopsis Brownian Motion and Stochastic Calculus by : Ioannis Karatzas
Book excerpt: For readers familiar with measure-theoretic probability and discrete time processes, who wish to explore stochastic processes in continuous time. Annotation copyrighted by Book News, Inc., Portland, OR