Daniel Revuz, Marc Yor

Continuous Martingales and Brownian Motion (eBook, PDF)

• Format: PDF

Produktbeschreibung

This work provides a detailed study of Brownian Motion, via Itô stochastic calculus. It should facilitate the reading and understanding of research papers in this area, and be of interest both to graduate students and to more advanced readers, either working primarily with stochastic processes, or in an area involving them, e.g. mathematical physics, economics. The emphasis is on methods, rather than generality with a new method or idea in each chapter.

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Produktdetails

• Verlag: Springer Berlin Heidelberg
• Seitenzahl: 536
• Erscheinungstermin: 29. Juni 2013
• Englisch
• ISBN-13: 9783662217269
• Artikelnr.: 53133229