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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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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: Hardcover

Condition: New

$68.74
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Related Subjects

Math Mathematics Science & Math

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