rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Brownian Motion and Stochastic Calculus
  name:
    name part: Karatzas, Ioannis.
    role:
      role term: creator
  name:
    name part: Shreve, Steven E.
  name:
    name part: SpringerLink (Online service)
  type of resource: text
  genre: Electronic books.
  origin info:
    place:
      place term: nyu
    date issued: 1988
    issuance: monographic
  language:
    language term: eng
  physical description:
    reformatting quality: access
    form: remote
    extent: 1 online resource (xxiii, 470 pages 10 illustrations)
  abstract: 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 Brownian motion, which is presented as the canonical example of both a Markov process and a martingale in continuous time. The authors show how, by means of stochastic integration and random time change, all continuous martingales and many continuous Markov processes can be represented in terms of Brownian motion. The text is complemented by a large number of exercises.
  table of contents: Martingales, Stopping Times and Filtrations -- Brownian Motion -- Stochastic Integration -- Brownian Motion and Partial Differential Equations -- Stochastic Differential Equations -- P. Lévy's Theory of Brownian Local Time -- Bibliography -- Index.
  note: by Ioannis Karatzas, Steven E. Shreve.
  note: Electronic resource.
  subject:
    topic: Mathematics
  subject:
    topic: Distribution (Probability theory)
  subject:
    topic: Distribution (Probability theory)
  subject:
    topic: Mathematics
  classification: QA273.A1-274.9
  classification: QA274-274.9
  classification: 519.2
  related item:
    title info:
      title: Graduate texts in mathematics ; 113
  identifier: 9781468403022 (electronic bk.)
  identifier: 1468403028 (electronic bk.)
  identifier: 9781468403046
  identifier: 1468403044
  identifier: http://proxy.library.tamu.edu/login
  record info:
    record content source: AU@
    record creation date: 121227
    record change date: 20260422200549.8
    record identifier: in00003580047
    language of cataloging:
      language term: eng