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Hardcover Brownian Motion, Martingales, and Stochastic Calculus Book
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ISBN: 3319310887

ISBN13: 9783319310886

Brownian Motion, Martingales, and Stochastic Calculus

(Book #274 in the Graduate Texts in Mathematics Series)

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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...

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Format: Hardcover

Condition: New

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Math Mathematics Science & Math

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