Brownian motion and stochastic calculus / Ioannis Karatzas, Steven E. Shreve

Auteur: Karatzas, Ioannis (1952-) - AuteurCo-auteur: Shreve, Steven Eugene - AuteurType de document: MonographieCollection: Graduate texts in mathematics ; 113Langue: anglaisPays: Etats UnisÉditeur: New York : Springer-Verlag, 1991Edition: 2nd editionDescription: 1 vol. (XXIII-470 p.) ; 24 cm ISBN: 0387976558 ; rel. Note: The book is an almost unchanged softcover edition of the first (hardcover) edition of 1988. The bibliography has been updated. (Zentralblatt)Bibliographie: Bibliogr. p. [447]-458. Index. Sujets MSC: 60Hxx Probability theory and stochastic processes -- Stochastic analysis
60J65 Probability theory and stochastic processes -- Markov processes -- Brownian motion
60-02 Probability theory and stochastic processes -- Research exposition (monographs, survey articles)
60J55 Probability theory and stochastic processes -- Markov processes -- Local time and additive functionals
En-ligne: Springerlink - ed. 1998 | zbMath | MathSciNet
Location Call Number Status Date Due
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The book is an almost unchanged softcover edition of the first (hardcover) edition of 1988. The bibliography has been updated. (Zentralblatt)

Bibliogr. p. [447]-458. Index

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