Brownian motion and stochastic calculus Ioannis Karatzas and Steven E. Shreve
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TextLanguage: English Series: Graduate text in mathematicsPublication details: New York Springer 1991 Edition: 2nd edDescription: xxiii, 470pISBN: 9780387976556Subject(s): BROWNIAN MOTION PROCESSES | STOCHASTIC ANALYSISDDC classification: 519.216:517.2
| Item type | Current library | Call number | Status | Date due | Barcode |
|---|---|---|---|---|---|
Book
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NISER LIBRARY | 519.216:517.2 KAR-B (Browse shelf(Opens below)) | R (REFERENCE) | 8390 |
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| 519.216 STE-S Stochastic calculus and financial applications | 519.216 YON-S Stochastic controls: hamiltonian systems and HJB equations | 519.216:517.2 APP-L Levy process and stochastic calculus | 519.216:517.2 KAR-B Brownian motion and stochastic calculus | 519.216:517.2 KLE-I Introduction to stochastic calculus with applications | 519.216:517.2 MOR-B Brownian motion | 519.216:517.9 DA-S Stochastic equations in infinite dimensions |
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