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Brownian motion and stochastic calculus /

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This book is designed as a text for graduate courses in stochastic processes. It is written for readers familiar with measure-theoretic probability and discrete-time processes who wish to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, whic...

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Bibliographic Details
Main Authors:	Karatzas, Ioannis (Author), Shreve, Steven E. (Author)
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	New York : Springer, 1996.
Edition:	Second edition.
Series:	Graduate texts in mathematics ; 113.
Subjects:	Brownian motion processes. Stochastic analysis. Brownsche Bewegung. Stochastische Analysis. Electronic books.
Online Access:	Connect to the full text of this electronic book

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