Brownian Motion, Martingales, and Stochastic Calculus (Graduate Texts in Mathematics, 274)
Brownian Motion, Martingales, and Stochastic Calculus offers a graduate-level treatment of three central topics in probability theory. As part of the Graduate Texts in Mathematics series, it provides a focused mathematical resource for studying stochastic processes and the foundations of stochastic calculus.
About This Book
This graduate-level mathematics text focuses on Brownian motion, martingales, and stochastic calculus.
It brings together central topics in probability and the mathematical study of stochastic processes.
Part of the Graduate Texts in Mathematics series, the book is suited to readers seeking a structured treatment of advanced concepts.
The subject matter provides a foundation for further study of continuous-time randomness and its mathematical analysis.
Reviews
No reviews yet. Be the first to review this book!