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Brownian Motion and Stochastic Calculus

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In Stock (611)

£ 53.99

Description

This book is designed as a text for graduate courses in stochastic processes. This book contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time.

Book Details
EAN:
9780387976556
Binding:
Paperback / softback
Dimensions(mm):
234 x 157 x 26
Publication Date:
1991-08-16
Publication Country:
United States