Brownian motion and stochastic calculus / Ioannis Karatzas, Steven E. Shreve

Auteur principal : Karatzas, Ioannis, 1952-, AuteurCo-auteur : Shreve, Steven Eugene, AuteurType de document : MonographieCollection : Graduate texts in mathematics, 113Langue : anglais.Pays: Etats Unis.Mention d'édition: 2nd editionÉditeur : New York : Springer-Verlag, 1991Description : 1 vol. (XXIII-470 p.) ; 24 cmISBN: 0387976558.ISSN: 0072-5285.Bibliographie : Bibliogr. p. [447]-458. Index.Sujet MSC : 60Hxx, Probability theory and stochastic processes - Stochastic analysis
60J65, Probability theory and stochastic processes - Markov processes, Brownian motion
60-02, Research exposition (monographs, survey articles) pertaining to probability theory
60J55, Probability theory and stochastic processes - Markov processes, Local time and additive functionals
En-ligne : Springerlink - ed. 1998 | zbMath | MathSciNet
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The book is an almost unchanged softcover edition of the first (hardcover) edition of 1988. The bibliography has been updated. (Zentralblatt)

Bibliogr. p. [447]-458. Index

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