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Brownian Motion and Stochastic Calculus

Brownian Motion and Stochastic Calculus - Graduate Texts in Mathematics

New Edition

Paperback (31 Jan 1999)

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Publisher's Synopsis

Designed as a text for graduate courses in stochastic processes, this book contains a discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales. The text is illustrated with a large number of problems and exercises.

Book information

ISBN: 9783540976554
Publisher: Springer-Verlag Berlin and Heidelberg Gm
Imprint: Springer-Verlag Berlin and Heidelberg Gm
Pub date:
Edition: New Edition
Language: English
Number of pages: 493
Weight: 690g
Height: 216mm
Width: 138mm