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RecordNumber
830
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Author
Le Gall, Jean-Fran�cois,author
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Title
Brownian Motion, Martingales, and Stochastic Calculus
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Author Statement
by Jean-Fran�cois Le Gall
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Edition
1st ed. 2016.
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Collation
1 online resource (XIII, 273 pages 5 illustrations, 1 illustrations in color.)
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Series
Graduate Texts in Mathematics
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Notes
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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Subject
Economics, Mathematical. , Mathematical models. , Measure theory. , Probabilities. , System theory. , Probability Theory and Stochastic Processes. , Mathematical Modeling and Industrial Mathematics. , Measure and Integration. , Quantitative Finance. , Systems Theory, Control.
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Link To Document :
