Brownian Motion and Stochastic Calculus by Ioannis Karatzas
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.-
Introduction to Riemannian Manifolds
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Algebra
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The Arithmetic of Elliptic Curves
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Applications of Lie Groups to Differential Equations
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Representation Theory
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Advanced Linear Algebra
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Groups and Representations
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Modular Functions and Dirichlet Series in Number Theory
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Introduction to Topological Manifolds
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Categories for the Working Mathematician
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Quaternion Algebras
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Measure, Integration & Real Analysis
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Differential Forms in Algebraic Topology
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Complex Analysis
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Modern Graph Theory
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Problems in Analytic Number Theory
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A Course in the Theory of Groups
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Fermat's Last Theorem
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Holomorphic Functions and Integral Representations in Several Complex Variables
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Elements of Homotopy Theory
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Graph Theory
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Probability Theory I
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Algebraic Number Theory
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Topology and Geometry
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An Introduction to Algebraic Topology
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The Geometry of Schemes
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Foundations of Differentiable Manifolds and Lie Groups
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Abstract Algebra
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Linear Representations of Finite Groups
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A Classical Introduction to Modern Number Theory
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Introduction to Smooth Manifolds
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Brownian Motion, Martingales, and Stochastic Calculus
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Lie Groups, Lie Algebras, and Representations
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Algebraic Geometry
Second Edition
IKaratzas and S.E. Shreve
Brownian Motion and Stochastic Calculus
"A valuable book for every graduate student studying stochastic process, and for those who are interested in pure and applied probability. The authors have done a good job."—MATHEMATICAL REVIEWS
Steven E. Shreve is Co-Founder of the Carnegie Mellon MS Program in Computational Finance and winner of the Carnegie Mellon Doherty Prize for sustained contributions to education.
| SKU | Unavailable |
| ISBN 13 | 9780387976556 |
| ISBN 10 | 0387976558 |
| Title | Brownian Motion and Stochastic Calculus |
| Author | Ioannis Karatzas |
| Series | Graduate Texts In Mathematics |
| Condition | Unavailable |
| Binding Type | Paperback |
| Publisher | Springer-Verlag New York Inc. |
| Year published | 1991-08-16 |
| Number of pages | 470 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |