Brownian Motion and Stochastic Calculus /

This book is designed for a graduate course in stochastic processes. It is written for the reader who is familiar with measure-theoretic probability and the theory of discrete-time processes who is now ready to explore continuous-time stochastic processes. The vehicle chosen for this exposition is B...

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Bibliographic Details

Main Author:	Karatzas, Ioannis
Corporate Author:	SpringerLink (Online service)
Other Authors:	Shreve, Steven E.
Format:	eBook
Language:	English
Published:	New York, NY : Springer US, 1988.
Series:	Graduate texts in mathematics ; 113.
Subjects:	Mathematics. Distribution (Probability theory) Electronic books.
Online Access:	Connect to the full text of this electronic book