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Brownian Motion And Stochastic Calculus (Graduate Texts in Mathematics S.)
Brownian Motion And Stochastic Calculus - Graduate Texts in Mathematics S.
Author: Ioannis Karatzas, S. E. Shreve
Designed as a text for graduate courses in stochastic processes, this book is intended 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 a ma...  more »
ISBN-13: 9783540976554
ISBN-10: 3540976558
Pages: 470
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Publisher: Springer-Verlag Telos
Book Type: Paperback
Members Wishing: 0
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