Continuous martingales and Brownian motion /
This work provides a detailed study of Brownian Motion, via the Itô stochastic calculus of continuous processes, e.g. diffusions, continuous semi-martingales: it should facilitate the reading and understanding of research papers in this area, and be of interest both to graduate students and to more...
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| Format: | eBook |
| Language: | English |
| Published: |
Berlin ; New York :
Springer-Verlag,
[1991]
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| Series: | Grundlehren der mathematischen Wissenschaften ;
293. |
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| Online Access: | Connect to the full text of this electronic book |
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