This work provides a detailed study of Brownian motion, via the Ito stochastic calculus of continuous processes such as diffusions and continuous semi-martingales. It aims to facilitate the reading and understanding of research papers in this area, and will be of interest both to graduate students and to more advanced readers, either working primarily with stochastic processes, or doing research in an area involving stochastic processes, such as mathematical physics or economics. The emphasis is on methods, rather than ...
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This work provides a detailed study of Brownian motion, via the Ito stochastic calculus of continuous processes such as diffusions and continuous semi-martingales. It aims to facilitate the reading and understanding of research papers in this area, and will be of interest both to graduate students and to more advanced readers, either working primarily with stochastic processes, or doing research in an area involving stochastic processes, such as mathematical physics or economics. The emphasis is on methods, rather than generality. After the first introduction, each chapter introduces a new method or idea - stochastic integration, local times, excursions, weak convergence - and describes its applications to Brownian motion. A feature of the text is the large number of exercises which provide additional results. These have been designed to help the reader master the subject more easily.
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Add this copy of Continuous Martingales and Brownian Motion, 3rd edition to cart. $56.90, new condition, Sold by Equilibrium Worldbooks rated 5.0 out of 5 stars, ships from San Gabriel, CA, UNITED STATES, published 2010 by Springer-Verlag Berlin and Heidelberg GmbH & Co. K.
Edition:
2010, Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Publisher:
Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Published:
2010
Language:
English
Alibris ID:
12426708148
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New in new dust jacket. Trade paperback (US). 620 p. Die Grundlehren Der Mathematischen Wissenschaften., 293. Audience: Professional and scholarly. Please double check the textbook description: Express shipping takes 3-5 days with free tracking number! Brand New Paperback international edition textbook, 3rd edition. Different ISBN number and book cover design. The content is exactly same as original US edition. The book printed in Black/White, the book cover may contain the foreign words and the restriction sale disclaimer.
Add this copy of Continuous Martingales and Brownian Motion, 3rd to cart. $56.95, new condition, Sold by Global Express, ships from San Marino, CA, UNITED STATES, published 2010 by Springer-Verlag Berlin and Heidelberg GmbH & Co. K.
Edition:
2010, Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Publisher:
Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Published:
2010
Language:
English
Alibris ID:
13530323766
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New in new dust jacket. Trade paperback (US). 615 p. Die Grundlehren der Mathematischen Wissenschaften., 293. Audience: Professional and scholarly. This book is the international edition in mint condition with the different ISBN and book cover design, the major content is printed in full English as same as the original North American edition. All shipments contain tracking numbers. Great professional textbook selling experience and expedite shipping service.
Add this copy of Continuous Martingales and Brownian Motion, 3rd to cart. $56.97, new condition, Sold by Aideo Textbook rated 4.0 out of 5 stars, ships from Arcadia, CA, UNITED STATES, published 2010 by Springer-Verlag Berlin and Heidelberg GmbH & Co. K.
Edition:
2010, Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Publisher:
Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Published:
2010
Language:
English
Alibris ID:
11358394016
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Seller's Description:
New in new dust jacket. Trade paperback (US). 620 p. Die Grundlehren Der Mathematischen Wissenschaften., 293. Audience: Professional and scholarly. ***INTERNATIONAL EDITION*** Read carefully before purchase: This book is the international edition in mint condition with the different ISBN and book cover design, the major content is printed in full English as same as the original North American edition. The book printed in black and white, generally send in twenty-four hours after the order confirmed. All shipments contain tracking numbers. Great professional textbook selling experience and expedite shipping service.
Add this copy of Continuous Martingales and Brownian Motion: Third to cart. $157.56, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 2010 by Springer.
Edition:
2010, Springer-Verlag Berlin and Heidelberg GmbH & Co. K
