Brownian Motion and Stochastic Calculus /
This book is designed as a text for graduate courses in stochastic processes. It is written for readers familiar with measure-theoretic probability and discrete-time processes who wish to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, whic...
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| Main Authors: | , |
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| Format: | Book |
| Language: | English |
| Published: |
New York, NY :
Springer New York : Springer,
1998.
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| Edition: | Second Edition. |
| Series: | Graduate Texts in Mathematics ;
113. |
| Subjects: | |
| Tags: |
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3rd Floor Main Library
| Call Number: |
A1234.567 |
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| Copy 1 | Available |