Brownian Motion and Stochastic Calculus (Graduate Texts in Mathematics, 113)
by Steven Shreve, Ioannis Karatzas
This graduate-level text develops the mathematical study of Brownian motion and stochastic calculus. Written by Steven Shreve and Ioannis Karatzas, it offers a rigorous foundation for readers pursuing advanced work in probability, analysis, and related mathematical disciplines.
About This Book
Brownian Motion and Stochastic Calculus is a graduate-level mathematics text by Steven Shreve and Ioannis Karatzas.
The book focuses on Brownian motion, a fundamental model in probability, and stochastic calculus, the mathematical framework for analyzing processes driven by randomness.
It is part of the Graduate Texts in Mathematics series and is intended for readers seeking a rigorous treatment of these subjects.
The material is relevant to advanced study in probability, analysis, and related areas of mathematics.
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