Brownian Motion and Stochastic Calculus
Produktform: Buch / Einband - flex.(Paperback)
This book is designed as a text for graduate courses in stochastic
processes. It contains a detailed discussion of weak and strong
solutions of stochastic differential equations and a study of local
time for semimartingales, with special emphasis on the theory of
Brownian local time. The text is complemented by a large number of
problems and exercises.weiterlesen
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