Skip to content
Menu Button
Scan a barcode
Scan
My Lists
Scan a barcode
Scan
Give More Get More: Earn bonus points
on every item with orders of 3+ books
Paperback Brownian Motion, Martingales, and Stochastic Calculus Book
Share to Facebook
Share to Pinterest
Share to Twitter

ISBN: 331980961X

ISBN13: 9783319809618

Brownian Motion, Martingales, and Stochastic Calculus

by
No Customer Reviews

This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales. The main tools of stochastic calculus, including It 's formula, the optional stopping theorem and Girsanov's theorem, are treated in detail alongside many illustrative examples. The book also contains an introduction to Markov processes, with applications to solutions of stochastic...

Recommended

Format: Paperback

Condition: New

$69.99
50 Available
Ships within 2-3 days
Add to Wish List

Related Subjects

Math Mathematics Science & Math

Customer Reviews

0 rating
Write a review
Trustpilot

Popular Categories

Website

My Account

Partnerships

Quick Help

About Us

ThriftBooks sells millions of used books at the lowest everyday prices. We personally assess every book's quality and offer rare, out-of-print treasures. We deliver the joy of reading in recyclable packaging with free standard shipping on US orders over $15. ThriftBooks.com. Read more. Spend less.

Follow Us

Link to Facebook
Link to Twitter
Link to Pinterest
Link to Tumblr
Link to Instagram
Copyright © 2024 Thriftbooks.com Terms of Use | Privacy Policy | Do Not Sell/Share My Personal Information | Cookie Policy | Cookie Preferences | Accessibility Statement
ThriftBooks® and the ThriftBooks® logo are registered trademarks of Thrift Books Global, LLC
GoDaddy Verified and Secured