Brownian motion and stochastic calculus /

Two of the most fundamental concepts in the theory of stochastic processes are the Markov property and the martingale property. * This book is written for readers who are acquainted with both of these ideas in the discrete-time setting, and who now wish to explore stochastic processes in their conti...

Full description

Bibliographic Details
Main Author:	Karatzas, Ioannis
Other Authors:	Shreve, Steven E
Format:	Book
Language:	English
Published:	New York : Springer-Verlag, 1988 New York : [1988], ©1988 New York : c1988 New York : ©1988 New York : 1988 New York : [1988]
Series:	Graduate texts in mathematics ; 113 Graduate texts in mathematics 113 Graduate texts in mathematics ; 113 Graduate texts in mathematics 113
Subjects:	Brownian motion processes Stochastic analysis

Internet

Stanford University

Holdings details from Stanford University
Call Number:	QA274.75 .K37 1988

University of Chicago

Holdings details from University of Chicago
Call Number:	QA274.75.K37 1988

Massachusetts Institute of Technology

Holdings details from Massachusetts Institute of Technology
Call Number:	QA274.75.K37 1988

Johns Hopkins University

Holdings details from Johns Hopkins University
Call Number:	QA274.75 .K371 1988

Harvard University

Holdings details from Harvard University
Call Number:	QA274.75 .K37 1988

Duke University

Holdings details from Duke University
Call Number:	QA274.75 .K37 1988

Dartmouth College

Holdings details from Dartmouth College
Call Number:	QA274.75 .K37 1988

Cornell University

Holdings details from Cornell University
Call Number:	QA274.75 .K18

Princeton University

Holdings details from Princeton University
Call Number:	QA274.75 .K37 1988

Columbia University

Holdings details from Columbia University
Call Number:	QA274.75 .K37 1988

University of Pennsylvania

Holdings details from University of Pennsylvania
Call Number:	QA274.75 .K37 1988

Brown University

Holdings details from Brown University
Call Number:	QA274.75 .K37 1988