Description
Brownian Motion, Martingales, and Stochastic Calculus , Softcover reprint of the original 1st ed. 2016
Graduate Texts in Mathematics Series, Vol. 274
Author: Le Gall Jean-François
Language: EnglishSubjects for Brownian Motion, Martingales, and Stochastic Calculus :
31.64 €
In Print (Delivery period: 15 days).
Add to cart the print on demand of Le Gall Jean-FrançoisPublication date: 05-2016
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31.64 €
In Print (Delivery period: 15 days).
Add to cart the print on demand of Le Gall Jean-FrançoisPublication date: 05-2018
Support: Print on demand
Description
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Provides a concise and rigorous presentation of stochastic integration and stochastic calculus for continuous semimartingales
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