Rankings
Publications
Sources
Publishers
Scholars
Organizations
About
Login
Register
Home
Publications
Brownian Motion and Stochastic Calculus
Home
Publications
Brownian Motion and Stochastic Calculus
Brownian Motion and Stochastic Calculus
IK
Ioannis Karatzas
Ioannis Karatzas
SS
Steven E. Shreve
Steven E. Shreve
Publisher Website
Google Scholar
Cite
Download
Share
Download
1 January 1988
book
Published by
Springer Science and Business Media LLC
in
Graduate Texts in Mathematics
https://doi.org/10.1007/978-1-4684-0302-2
Abstract
No abstract available
Keywords
BROWNIAN MOTION
GIRSANOV THEOREM
MARKOV PROCESS
MARKOV PROPERTY
MARTINGAL
MARTINGALE
SEMIMARTINGALE
STOCHASTIC CALCULUS
CONTINUOUS-TIME STOCHASTIC PROCESS
DIFFERENTIAL EQUATION
FILTRATION
LOCAL TIME
REFLECTED BROWNIAN MOTION
STOCHASTIC DIFFERENTIAL EQUATION
STOCHASTIC PROCESSES
Cited by 1204 articles