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Brownian Motion, Martingales, and Stochastic Calculus
Paperback
Series: Graduate Texts in Mathematics, Book 274
General MathematicsProbability & Statistics
ISBN13: 9783319809618
Publisher: Springer
Published: May 27 2018
Pages: 273
Weight: 0.90
Height: 0.61 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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