Brownian motion and stochastic calculus /
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...
| Main Authors: | , |
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| Corporate Author: | |
| Format: | eBook |
| Language: | English |
| Published: |
New York :
Springer,
1996.
|
| Edition: | Second edition. |
| Series: | Graduate texts in mathematics ;
113. |
| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
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