Brownian Motion and Stochastic Calculus (Graduate Texts in Mathematics)

Brownian Motion and Stochastic Calculus (Graduate Texts in Mathematics)

by Steven Shreve (Author), Ioannis Karatzas (Author)

Synopsis

A graduate-course text, written for readers familiar with measure-theoretic probability and discrete-time processes, wishing to explore stochastic processes in continuous time.

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10 in stock

More Information

Format: Paperback
Pages: 470
Edition: 2nd ed. 1991. Corr. 8th printing
Publisher: Springer
Published: 16 Aug 1991

ISBN 10: 0387976558
ISBN 13: 9780387976556