Coverart for item
The Resource Brownian motion and stochastic calculus, Ioannis Karatzas, Steven E. Shreve

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

Label
Brownian motion and stochastic calculus
Title
Brownian motion and stochastic calculus
Statement of responsibility
Ioannis Karatzas, Steven E. Shreve
Creator
Contributor
Subject
Language
eng
Member of
Cataloging source
DLC
http://library.link/vocab/creatorName
Karatzas, Ioannis
Illustrations
illustrations
Index
index present
Literary form
non fiction
Nature of contents
bibliography
http://library.link/vocab/relatedWorkOrContributorName
Shreve, Steven E
Series statement
Graduate texts in mathematics
Series volume
113
http://library.link/vocab/subjectName
  • Brownian motion processes
  • Stochastic analysis
Label
Brownian motion and stochastic calculus, Ioannis Karatzas, Steven E. Shreve
Instantiates
Publication
Bibliography note
  • Bibliography: pages [447]-458
  • Includes index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Martingales, Stopping Times, and Filtrations -- Brownian Motion -- Stochastic Integration -- Brownian Motion and Partial Differential Equations -- Stochastic Differential Equations -- Lévy's Theory of Brownian Local Time
Control code
15792049
Dimensions
25 cm
Extent
xxiii, 470 pages
Isbn
9780387965352
Lccn
87012815
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
illustrations
System control number
(WaOLN)29521
Label
Brownian motion and stochastic calculus, Ioannis Karatzas, Steven E. Shreve
Publication
Bibliography note
  • Bibliography: pages [447]-458
  • Includes index
Carrier category
volume
Carrier category code
  • nc
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Martingales, Stopping Times, and Filtrations -- Brownian Motion -- Stochastic Integration -- Brownian Motion and Partial Differential Equations -- Stochastic Differential Equations -- Lévy's Theory of Brownian Local Time
Control code
15792049
Dimensions
25 cm
Extent
xxiii, 470 pages
Isbn
9780387965352
Lccn
87012815
Media category
unmediated
Media MARC source
rdamedia
Media type code
  • n
Other physical details
illustrations
System control number
(WaOLN)29521

Library Locations

    • Mathematical Sciences LibraryBorrow it
      104 Ellis Library, Columbia, MO, 65201, US
      38.944377 -92.326537
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