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Brownian Motion and Stochastic Calculus - Graduate Texts in Mathematics 2nd Corrected ed. 1998. Corr. 6th printing 2004 edition
Ioannis Karatzas
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Brownian Motion and Stochastic Calculus - Graduate Texts in Mathematics 2nd Corrected ed. 1998. Corr. 6th printing 2004 edition
Ioannis Karatzas
A graduate-course text, written for readers familiar with measure-theoretic probability and discrete-time processes, wishing to explore stochastic processes in continuous time.
493 pages, biography
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | August 16, 1991 |
| Original release date | 2004 |
| ISBN13 | 9780387976556 |
| Publishers | Springer-Verlag New York Inc. |
| Pages | 470 |
| Dimensions | 157 × 234 × 26 mm · 703 g |
| Language | English |
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