Brownian motion martingales and stochastic calculus / Jean-François Le Gall [electronic resource]
Material type:
Computer fileSeries: Graduate texts in mathematics ; 274.Publication details: Cham, Switzerland : Springer, 2016Notes: Translated from the French edition published : Berlin : Springer, 2013Description: 1 online resource (xiii, 273 pages) : illustrationsISBN: - 9783319310893 (E-book)
- QA 274.75 L43B 2016
| Item type | Current library | Collection | Shelving location | Call number | Status | Barcode | |
|---|---|---|---|---|---|---|---|
E-Book
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SPU Library, Bangkok (Main Campus) | Electronic Resources | On Display | QA 274.75 L43B 2016 (Browse shelf(Opens below)) | Available | 9783319310893 |
Translated from the French edition published : Berlin : Springer, 2013
Includes bibliographical references and index
Gaussian variables and Gaussian processes -- Brownian motion -- Filtrations and martingales -- Continuous semimartingales -- Stochastic integration -- General theory of Markov processes -- Brownian motion and partial differential equations -- Stochastic differential equations -- Local times -- The monotone class lemma -- Discrete martingales -- References
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