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Brownian Motion and Stochastic Calculus (Graduate Texts in Mathematics) 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. This book includes a number of problems and...Read More
from£18.21 | RRP: * Excludes Voucher Code Discount Also available Used from £31.00
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Pickabook
Ioannis Karatzas, Steven E. Shreve
- 0387976558
- 9780387976556
- Ioannis Karatzas, Steven E. Shreve
- 16 August 1991
- Springer
- Paperback (Book)
- 470
- 2nd ed. 1991. Corr. 8th printing
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