Springer
Brownian Motion, Martingales, and Stochastic Calculus
Product Code:
9783319809618
ISBN13:
9783319809618
Condition:
New
$76.99
Brownian Motion, Martingales, and Stochastic Calculus
$76.99
Provides a concise and rigorous presentation of stochastic integration and stochastic calculus for continuous semimartingales
Presents major applications of stochastic calculus to Brownian motion and related stochastic processes
Includes important aspects of Markov processes with applications to stochastic differential equations and to connections with partial differential equations
Presents major applications of stochastic calculus to Brownian motion and related stochastic processes
Includes important aspects of Markov processes with applications to stochastic differential equations and to connections with partial differential equations
| Author: Jean-Fran?ois Le Gall |
| Publisher: Springer |
| Publication Date: May 27, 2018 |
| Number of Pages: 273 pages |
| Binding: Paperback or Softback |
| ISBN-10: 331980961X |
| ISBN-13: 9783319809618 |
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