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Cover of Brownian Motion and Stochastic Calculus

Brownian Motion and Stochastic Calculus

113

by Karatzas I.

Springer · 1991

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About this book

Brownian Motion and Stochastic Calculus: 113 is written by Karatzas I.. This edition from Springer (1991) has 1895 pages. The work was first published in 1988. The book is part of the Graduate texts in mathematics series.

Topics covered include Brownian motion processes, Stochastic analysis, Brownsche Bewegung and Processus stochastique.

Book details

ISBN-13
9780387976556
ISBN-10
0387976558
Author
Karatzas I.
Publisher
Springer
Published
1991
First published
1988
Series
Graduate texts in mathematics
Edition
Second Edition 1998
Pages
1895
Language
English
Condition
New
Subject
Reference

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