Brownian motion and stochastic calculus

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資料種別:

図書

出版情報:

New York ; Tokyo : Springer-Verlag, c1988

形態:

xxiii, 470 p. ; 25 cm

シリーズ名:

Graduate texts in mathematics ; 113 <BA00010074>

著者名:

ISBN:

9780387965352 [0387965351] (: U.S.)
9783540965350 [3540965351] (: Germany)

書誌ID:

BA01316218

子書誌情報

フルテキスト

所蔵情報

他の版・巻

Brownian motion and stochastic calculus. 2nd ed (: us ; : gw)
Ioannis Karatzas, Steven E. Shreve , Springer-Verlag , c1991

書誌詳細

注記:	Bibliography: p. [447]-458 Includes index
主題:	Brownian motion processes; Stochastic analysis
言語:	英語

東工大ブックレビュー

1 図書 Brownian motion and stochastic calculus (: us ; : gw) Karatzas, Ioannis, Shreve, Steven E. Springer-Verlag	7 図書 Brownian motion (: us ; : gw) 飛田, 武幸(1927-) Springer-Verlag
2 図書 Brownian motion and stochastic flow systems Harrison, J. Michael, 1944- Wiley	8 電子ブック Brownian motion (: electronic bk) Mörters, Peter, Peres, Y. (Yuval), Schramm, Oded, Werner, Wendelin Cambridge University Press
3 図書 Methods of mathematical finance Karatzas, Ioannis, Shreve, Steven E. Springer	9 図書 Continuous martingales and Brownian motion Revuz, D, Yor, Marc, 1949- Springer-Verlag
4 図書 Brownian motion and index formulas for the de Rham complex 平良, 和昭 Wiley-VCH	10 図書 Brownian motion and diffusion Freedman, David, 1938- Holden-Day
5 図書 Malliavin calculus for Lévy processes and infinite-dimensional Brownian motion : an introduction Osswald, Horst Cambridge University Press	11 図書 Essentials of Brownian motion and diffusion Knight, Frank B., 1933- American Mathematical Society
6 電子ブック Generalized functionals of Brownian motion and their applications : nonlinear functionals of fundamental stochastic processes (: electronic bk) Ahmed, N. U. (Nasir Uddin) World Scientific	12 図書 Continuous martingales and Brownian motion (: gw ; : us) Revuz, D, Yor, Marc, 1950- Springer-Verlag

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