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Paperback Brownian Motion, Martingales, and Stochastic Calculus Book
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ISBN: 331980961X

ISBN13: 9783319809618

Brownian Motion, Martingales, and Stochastic Calculus

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Provides a concise and rigorous presentation of stochastic integration and stochastic calculus for continuous semimartingales
Presents major applications of stochastic calculus to Brownian motion and related stochastic processes
Includes important aspects of Markov processes with applications to stochastic differential equations and to connections with partial differential equations

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Format: Paperback

Condition: New

$69.99
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Related Subjects

Math Mathematics Science & Math

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