Ioannis Karatzas Steven Shre Brownian Motion and Stochastic Calcul (Taschenbuch)
79,79 €
Autor: Ioannis Karatzas, Steven Shreve. This book is designed as a text for graduate courses in stochastic processes. The vehicle chosen for this exposition is Brownian motion, which is presented as the canonical example of both a martingale and a Markov process with continuous paths.
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