Brownian Motion and Stochastic Calculus
A graduate-course text, written for readers familiar with measure-theoretic probability and discrete-time processes, wishing to explore stochastic processes in continuous time.
Specificaties
| ISBN/EAN | 9780387976556 |
| Auteur | Karatzas, Ioannis |
| Uitgever | Van Ditmar Boekenimport B.V. |
| Taal | Engels |
| Uitvoering | Paperback / gebrocheerd |
| Pagina's | 470 |
| Lengte | |
| Breedte |