Brownian Motion, Martingales, and Stochastic Calculus
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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
Format:Paperback
Language:English
ISBN:331980961X
ISBN13:9783319809618
Release Date:May 2018
Publisher:Springer
Length:273 Pages
Weight:0.90 lbs.
Dimensions:0.6" x 6.1" x 9.2"
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