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Search - Brownian Motion and Stochastic Calculus (Graduate Texts in Mathematics)
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Brownian Motion and Stochastic Calculus - Graduate Texts in Mathematics Author: This book is designed as a text for graduate courses in stochastic processes. It is written for readers familiar with measure-theoretic probability and discrete-time processes who wish to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, which is presented as the canonical example of both... more »
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Genres:
- Science & Math >> Mathematics >> Pure Mathematics >> Calculus
- Science & Math >> Mathematics >> Applied >> Probability & Statistics
- Medicine >> General
- Professional & Technical >> Professional Science >> Mathematics >> Applied >> Statistics
- Professional & Technical >> Professional Science >> Mathematics >> Pure Mathematics >> Calculus