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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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.
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Seller's Description:
New in new dust jacket. Sewn binding. Cloth over boards. 617 p. Contains: Illustrations. Lecture Notes in Computer Science, 293. Audience: General/trade. 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.
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.
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Seller's Description:
New in new dust jacket. Sewn binding. Cloth over boards. 602 p. Contains: Illustrations, black & white. Lecture Notes in Computer Science, 293. Audience: General/trade. 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.
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.
Choose your shipping method in Checkout. Costs may vary based on destination.
Seller's Description:
New in new dust jacket. Sewn binding. Cloth over boards. 617 p. Contains: Illustrations. Lecture Notes in Computer Science, 293. Audience: General/trade. ***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.
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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.
Edition:
Softcover reprint of hardcover 3rd edition 1999
Publisher:
Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Published:
2010
Language:
English
Alibris ID:
17988165567
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New. 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.
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Seller's Description:
New. 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.