Brownian motion and stochastic calculus / Ioannis Karatzas, Steven E. Shreve.
By: Karatzas, Ioannis.
Contributor(s): Shreve, Steven E.
Series: Graduate texts in mathematics ; 113. 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 analysisGenre/Form: Print books.DDC classification: 530.4/75Current location | Call number | Status | Date due | Barcode | Item holds |
---|---|---|---|---|---|
On Shelf | QA274.75 .K37 1991 (Browse shelf) | Available | AU0000000002188 |
Total holds: 0
Browsing Alfaisal University Shelves , Shelving location: On Shelf Close shelf browser
QA274.23 .S828 2018 Stochastic differential equations : basics and applications / | QA274.7 .P58 2013 Examples in Markov decision processes / | QA274.73 . S2813 1999 Lévy processes and infinitely divisible distributions / | QA274.75 .K37 1991 Brownian motion and stochastic calculus / | QA275 .P88 2014 A primer on partial least squares structural equations modeling (PLS-SEM) / | QA275 .P88 2017 A primer on partial least squares structural equation modeling (PLS-SEM) / | QA275 .P88 2022 A primer on partial least squares structural equation modeling (PLS-SEM) / |
"Springer study edition"--Cover.
Includes bibliographical references (p. [447]-458) and index.