Brownian motion and stochastic calculus / Ioannis Karatzas, Steven E. Shreve.

By:

Karatzas, Ioannis

Contributor(s):

Shreve, Steven E

Series: Graduate texts in mathematics ; 113Publication details: New York : Springer, 1996.Edition: 2nd edDescription: xxiii, 470 p. : ill. ; 24 cmISBN:

0387976558 (New York)
3540976558 (Berlin)

Subject(s):

LOC classification:

QA274.75.K37 1991

Contents:

Table of Contents

Reviews from LibraryThing.com: List(s) this item appears in: IMS - Stochastic Differential Equations | IMS - Introduction to Stochastic Analysis

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Holdings
Item type	Current library	Collection	Call number	Status	Barcode
BOOK	Strathmore University (Main Library) Open Shelf	BOOK	QA274.75.K37 1991	Available	81380
BOOK	Strathmore University (Main Library) Open Shelf	BOOK	QA274.75.K37 1991	Available	81381
BOOK	Strathmore University (Main Library) Open Shelf	BOOK	QA274.75.K37 1991	Available	81382
BOOK	Strathmore University (Main Library) Open Shelf	BOOK	QA274.75.K37 1991	Available	81383
BOOK	Strathmore University (Main Library) Open Shelf	BOOK	QA274.75.K37 1991	Available	81384

Total holds: 0

"Corrected third printing"--T.p. verso.

"Springer study edition"--Back cover.

Includes bibliographical references (p. [447]-458) and index.

Table of Contents

1. Martingales, stopping times, filtrations
2. Brownian motion
3. Stochastic integration
4. Brownian motion and partial differential equations
5. Stochastic Differential equations
6. Levy's theory of Brownian Local Time

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