Brownian motion and stochastic calculus (Book, 1988) [WorldCat.org]
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Brownian motion and stochastic calculus

Author: Ioannis Karatzas; Steven E Shreve
Publisher: New York : Springer-Verlag, ©1988.
Series: Graduate texts in mathematics, 113.
Edition/Format:   Print book : EnglishView all editions and formats
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Additional Physical Format: Online version:
Karatzas, Ioannis.
Brownian motion and stochastic calculus.
New York : Springer-Verlag, ©1988
(OCoLC)624521052
Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Ioannis Karatzas; Steven E Shreve
ISBN: 0387965351 9780387965352 3540965351 9783540965350 9781468403046 1468403044
OCLC Number: 15792049
Description: xxiii, 470 pages : illustrations ; 25 cm.
Contents: Contents: Martingales, Stopping Times and Filtrations.- Brownian Motion.- Stochastic Integration.- Brownian Motion and Partial Differential Equations.- Stochastic Differential Equations.- P. Levy's Theory of Brownian Local Time.- Bibliography.- Index.
Series Title: Graduate texts in mathematics, 113.
Responsibility: Ioannis Karatzas, Steven E. Shreve.
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