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Brownian Motion, Martingales, and Stochastic Calculus
Hardcover
Series: Graduate Texts in Mathematics, Book 274
General MathematicsProbability & Statistics
ISBN13: 9783319310886
Publisher: Springer
Published: May 9 2016
Pages: 273
Weight: 1.28
Height: 0.69 Width: 6.14 Depth: 9.21
Language: English
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
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