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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| Format: | eBook |
| Language: | English |
| Published: |
New York, NY :
Springer US,
1988.
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| Series: | Graduate texts in mathematics ;
113. |
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| Online Access: | Connect to the full text of this electronic book |
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