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Brownian Motion and Stochastic Calculus Papeback -
by Steven Shreve Ioannis Karatzas
- New
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Details
- Title Brownian Motion and Stochastic Calculus
- Author Steven Shreve Ioannis Karatzas
- Binding Papeback
- Edition 2nd
- Condition New
- Pages 470
- Volumes 1
- Language ENG
- Publisher Springer , New York
- Date pp. 496 2nd Edition
- Bookseller's Inventory # 6284964
- ISBN 9780387976556 / 0387976558
- Weight 1.55 lbs (0.70 kg)
- Dimensions 9.1 x 6.1 x 1.1 in (23.11 x 15.49 x 2.79 cm)
- Library of Congress subjects Stochastic analysis, Brownian motion processes
- Library of Congress Catalog Number 91022775
- Dewey Decimal Code 519.233
From the publisher
First line
1.1 Definition. Y is a modification of X if, for every t 0, we have P[Xt = Yt] = 1.