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Brownian Motion and Stochastic Calculus
Engelsk
Bogcover for Brownian Motion and Stochastic Calculus af Ioannis Karatzas, Steven Shreve, 9780387976556
Specifikationer
Sprog:
Engelsk
Sider:
470
ISBN-13:
9780387976556
Indbinding:
Paperback
ISBN-10:
0387976558
Kategori:
Udg. Dato:
16 aug 1991
Størrelse i cm:
23,4 x 15,7 x 2,6
Oplagsdato:
16 aug 1991

Brownian Motion and Stochastic Calculus

Engelsk
Paperback 1991
Format:

Bog beskrivelse
This book is designed as a text for graduate courses in stochastic processes. This book 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.
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524,24 kr
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Specifikationer
Sprog:
Engelsk
Sider:
470
ISBN-13:
9780387976556
Indbinding:
Paperback
ISBN-10:
0387976558
Kategori:
Udg. Dato:
16 aug 1991
Størrelse i cm:
23,4 x 15,7 x 2,6
Oplagsdato:
16 aug 1991
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