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Brownian Motion and Stochastic Calculus - (Graduate Texts in Mathematics) 2nd Edition by Ioannis Karatzas & Steven Shreve (Paperback)
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About this item
Highlights
- This book is designed as a text for graduate courses in stochastic processes.
- Author(s): Ioannis Karatzas & Steven Shreve
- 470 Pages
- Mathematics, Calculus
- Series Name: Graduate Texts in Mathematics
Description
Book Synopsis
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.Review Quotes
Second Edition
I. Karatzas and S.E. Shreve
Brownian Motion and Stochastic Calculus
"A valuable book for every graduate student studying stochastic process, and for those who are interested in pure and applied probability. The authors have done a good job."--MATHEMATICAL REVIEWS
Dimensions (Overall): 9.1 Inches (H) x 6.1 Inches (W) x 1.1 Inches (D)
Weight: 1.55 Pounds
Suggested Age: 22 Years and Up
Number of Pages: 470
Series Title: Graduate Texts in Mathematics
Genre: Mathematics
Sub-Genre: Calculus
Publisher: Springer
Format: Paperback
Author: Ioannis Karatzas & Steven Shreve
Language: English
Street Date: August 16, 1991
TCIN: 90809130
UPC: 9780387976556
Item Number (DPCI): 247-42-6987
Origin: Made in the USA or Imported
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Shipping details
Estimated ship dimensions: 1.1 inches length x 6.1 inches width x 9.1 inches height
Estimated ship weight: 1.55 pounds
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