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Brownian Motion and Stochastic Calculus (Corrected 1998. Corr. 6th Printing 2004)

by Brownian Motion and Stochastic Calculus (Corrected 1998. Corr. 6th Printing 2004)

$70.15

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Description

This book is designed as a text for graduate courses in stochastic processes. It contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. The text is complemented by a large number of problems and exercises.

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Product Details

  • Aug 16, 1991 Pub Date:
  • 9780387976556 ISBN-13:
  • 0387976558 ISBN-10:
  • English Language