Normal view MARC view ISBD view

Brownian motion and stochastic calculus, GTM 113 Ioannis Karatzas, Steven E. Shreve.

Material type: Text

TextSeries: Graduate texts in mathematics ; 113. Publisher: New York : Springer-Verlag, c1991Edition: 2nd ed.Description: xxiii, 470 p. ill. ; 24 cm.ISBN: 0387976558 (New York Berlin Heidelberg); 3540976558 (Berlin Heidelberg New York).Subject(s): Brownian motion processes | Stochastic analysisDDC classification: 530.475

Item type	Current location	Call number	Status	Date due	Barcode	Item holds
Book	Chennai Mathematical Institute	519.22 KAR (Browse shelf)	Available		4838

Total holds: 0

Previous								Next
Previous	519.22 DAV Lectures on Stochastic Control and Nonlinear Filtering	519.22 GOS A Course in Applied Stochastic Processes, TRIM 40 /	519.22 HOE Introduction to stochastic processes	519.22 KAR Brownian motion and stochastic calculus, GTM 113	519.22 KOR Mathematical models of information and stochastic systems /	519.22 MCE Stochastic analysis, control, optimization, and applications : a volume in honor of W.H. Fleming /	519.22 MED Stochastic integration theory /	Next

"Springer study edition"--Cover.

Includes bibliographical references (p. [447]-458) and index.

CMI Library