Brownian motion, martingales, and stochastic calculus

Author(s)

• Le Gall, J. F. (Jean-François)

Bibliographic Information

Brownian motion, martingales, and stochastic calculus

Jean-François Le Gall

（Graduate texts in mathematics, v. 274）

Springer, c2016

• : pbk

Other Title

Mouvement brownien, martingales et calcul stochastique

Note

Originally published: Heidelberg : Springer, c2013

"Translated from the French language edition: Mouvement brownien, martingales et calcul stochastique"--T.p. verso

Includes bibliographical references (p. 267-269) and index

Details

• NCID: BC03590066
• ISBN:
  • 9783319809618
• LCCN: 2016938909
• Country Code: sz
• Title Language Code: eng
• Text Language Code: eng
• Original Language Code: fre
• Place of Publication: [Cham]
• Pages/Volumes: xiii, 273 p.
• Size: 24 cm
• Classification:
  • DC23 : 519.236
• Subject Headings:
  • LCSH : Brownian motion processes
  • LCSH : Martingales (Mathematics)
  • LCSH : Stochastic analysis
• Parent Bibliography ID:
  • BA00010074