Brownian Motion And Stochastic Calculus
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| Google books | books.google.com |
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| Originally published | November 23, 1987 |
| Authors | Ioannis Karatzas |
| Steven E. Shreve | |
| Editors | Steven E. Shreve |
| Ioannis Karatzas | |
| Date of Reg. | |
| Date of Upd. | |
| ID | 2218768 |
About Brownian Motion And Stochastic Calculus
This book is designed for a graduate course in stochastic processes. It is written for the reader who is familiar with measure-theoretic probability and the theory of discrete-time processes who is now ready to explore continuous-time stochastic processes. . . .
