Brownian motion martingales and stochastic calculus / Jean-François Le Gall [electronic resource]
Material type:![Computer file](/opac-tmpl/lib/famfamfam/CF.png)
- 9783319310893 (E-book)
- QA 274.75 L43B 2016
Contents:
Gaussian variables and Gaussian processes -- Brownian motion -- Filtrations and martingales -- Continuous semimartingales -- Stochastic integration -- General theory of Markov processes -- Brownian motion and partial differential equations -- Stochastic differential equations -- Local times -- The monotone class lemma -- Discrete martingales -- References
Item type | Current library | Collection | Shelving location | Call number | Status | Date due | Barcode | Item holds | |
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SPU Library, Bangkok (Main Campus) | Electronic Resources | On Display | QA 274.75 L43B 2016 (Browse shelf(Opens below)) | Available | 9783319310893 |
Total holds: 0
Translated from the French edition published : Berlin : Springer, 2013
Includes bibliographical references and index
Gaussian variables and Gaussian processes -- Brownian motion -- Filtrations and martingales -- Continuous semimartingales -- Stochastic integration -- General theory of Markov processes -- Brownian motion and partial differential equations -- Stochastic differential equations -- Local times -- The monotone class lemma -- Discrete martingales -- References
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