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Brownian motion and stochastic calculus
This book is designed as a text for graduate courses in stochastic processes. It is written for readers familiar with measure-theoretic probability and discrete-time processes who wish to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, whic...
| Autores principales: | , |
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| Lenguaje: | eng |
| Publicado: |
Springer
1998
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| Acceso en línea: | https://dx.doi.org/10.1007/978-1-4612-0949-2 http://cds.cern.ch/record/396069 |