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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Seller's Description:
Fine. Sewn binding. Cloth over boards. 602 p. Contains: Unspecified. Grundlehren Der Mathematischen Wissenschaften, 293. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
Fine. Sewn binding. Cloth over boards. 602 p. Contains: Unspecified. Grundlehren Der Mathematischen Wissenschaften, 293. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.
Edition:
Softcover reprint of hardcover 3rd edition 1999
Publisher:
Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Published:
2010
Language:
English
Alibris ID:
17988214862
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Seller's Description:
Fine. Grundlehren der mathematischen Wissenschaften . XIII, 602 p. Intended for professional and scholarly audience. In Stock. 100% Money Back Guarantee. Brand New, Perfect Condition, allow 4-14 business days for standard shipping. To Alaska, Hawaii, U.S. protectorate, P.O. box, and APO/FPO addresses allow 4-28 business days for Standard shipping. No expedited shipping. All orders placed with expedited shipping will be cancelled. Over 3, 000, 000 happy customers.