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.
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Online Access:Connect to the full text of this electronic book
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by Karatzas, Ioannis
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by Karatzas, Ioannis
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