ブラウン運動と確率積分（第２版）
Brownian Motion and Stochastic Calculus
Graduate Texts in Mathematics
Karatzas, Ioannis
Shreve, Steven E.
- 出版社：Springer
- 出版年月：2005年 01月
- ISBN：9780387976556
- 装丁：PAP
-
装丁について
- 言語：ENG
- 版次：2nd ed. 1991. Corr. 8th printing
- 巻数・ページ数：470 p.
- 分類： 確率・統計
- 内容紹介：
-
A graduate-course text, written for readers familiar with measure-theoretic probability and discrete-time processes, wishing to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, which is presented as the canonical example of both a martingale and a Markov process with continuous paths.