Brownian motion and stochastic calculus

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種類:

図書

責任表示:

Ioannis Karatzas, Steven E. Shreve

出版情報:

New York ; Berlin ; Tokyo : Springer, c1988

著者名:

シリーズ名:

Graduate texts in mathematics ; 113 <BA00010074>

ISBN:

9780387965352 [0387965351] (: us)

9783540965350 [3540965351] (: gw)

注記:

Bibliography: p. [447]-458
Includes index

所蔵情報

子書誌情報

タイトルが類似している資料

1. Brownian motion and stochastic calculus. 2nd ed
Ioannis Karatzas, Steven E. Shreve , Springer , 1998

詳細

主題:	Brownian motion processes; Stochastic analysis
分類・件名:	LCC : QA274.75 DDC : 531/.163 NDC8 : 410.8 NDC8 : 423.1 LCSH : Brownian motion processes LCSH : Stochastic analysis
LCCN:	87012815
TTLL:	eng
言語:	英語
形態:	xxiii, 470 p. : ill. ; 25 cm
書誌ID:	BA01316218

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1 図書 Brownian motion and stochastic calculus Karatzas, Ioannis, Shreve, Steven E. Springer	7 図書 From Brownian motion to Schrödinger's equation Chung, Kai Lai, 1917-, Chao, Chung-hsin Springer-Verlag
2 図書 Methods of mathematical finance Karatzas, Ioannis, Shreve, Steven E Springer	8 図書 Hyperbolic dynamics and Brownian motion : an introduction Franchi, Jacques, Le Jan, Y. (Yves), 1952- Oxford University Press
3 図書 Methods of mathematical finance Karatzas, Ioannis, Shreve, Steven E. Springer	9 図書 Brownian motion : fluctuations, dynamics, and applications Mazo, Robert M. Oxford University Press
4 図書 Essentials of Brownian motion and diffusion Knight, Frank B., 1933- American Mathematical Society	10 図書 Markov processes, Brownian motion, and time symmetry Chung, Kai Lai, 1917-, Walsh, John B. Springer Science+Business Media
5 図書 Continuous Martingales and Brownian motion Revuz, D, Yor, Marc, 1949- Springer-Verlag	11 図書 Probabilities on the Heisenberg group : limit theorems and Brownian motion Neuenschwander, Daniel, 1963- Springer
6 図書 Continuous martingales and Brownian motion Revuz, D, Yor, Marc, 1950- Springer-Verlag	12 図書 Lectures from Markov processes to Brownian motion Chung, Kai Lai, 1917- Springer-Verlag