Brownian motion and stochastic calculus/ Ioannis Karatzas, Steven E. Shreve.
Series: Graduate texts in mathematics ; 113.Publication details: New York: Springer-Verlag, c1991.Edition: 2nd edDescription: xxiii, 470 p.: ill.; 24 cmISBN:- 0387976558 (New York Berlin Heidelberg)
- 3540976558 (Berlin Heidelberg New York)
- 519.2 K18b
Item type | Current library | Collection | Call number | Copy number | Status | Date due | Barcode |
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Books | Castorina Estantes Abertas (Open Shelves) | Livros (Books) | 519.2 K18b 1991 IMPA (Browse shelf(Opens below)) | 1 | Available | 39063000166663 |
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519.2 K14s 1980 IMPA Stochastic filtering theory/ | 519.2 K17p 1969 IMPA Probability algebras and stochastic spaces/ | 519.2 K18b 1988 IMPA Brownian motion and stochastic calculus/ | 519.2 K18b 1991 IMPA Brownian motion and stochastic calculus/ | 519.2 K18p 1986 IMPA Point processes and their statistical inference/ | 519.2 K19d 1976 IMPA Dynamic stochastic models from empirical data/ | 519.2 K21e 1968 IMPA Exercises de calcul des probabilités/ |
"Springer study edition"--Cover.
Includes bibliographical references (p. [447]-458) and index.
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