ISBN: 9780387976556 - brownian motion and stochastic calculus (graduate texts in mathematics) (graduate texts in mathematics, 113, band 113) (28 Ergebnisse)

Zustand: acceptable. This copy has clearly been enjoyedâ"expect noticeable shelf wear and some minor creases to the cover. Binding is strong, and all pages are legible. May contain previous library markings or stamps.

Paperback. Zustand: Good. This book is designed as a text for graduate courses in stochastic processes. This book contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time.…

Paperback. Zustand: Good. This book is designed as a text for graduate courses in stochastic processes. This book contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time.…

Paperback. Zustand: Fair. 2nd. The item might be beaten up but readable. May contain markings or highlighting, as well as stains, bent corners, or any other major defect, but the text is not obscured in any way.

paperback. Zustand: Good. 2nd. Softcover ex-library with typical marks shows moderate cover wear. Text is unmarked. Ships FAST.

paperback. Zustand: Good. 2nd. Ships same day or next business day! UPS shipping available (Priority Mail for AK/HI/APO/PO Boxes). Used sticker and some writing and/or highlighting. Used books may not include working access code. Used books will not include dust jackets.

Softcover. Zustand: Good+. Moderate wear. Clean with no highlighting or writing detected on any pages. Cover has modest wear with minor scuffs/bends on some corners or edges. 30-day returns. Free shipping in Canada. International shipments may be subject to custom duties or other charges in accordance with the particular laws of the buyer's country but shipments to the United States should be exempt from customs since the book was published in the United States. ; Volume 113; 6.1 X 1.12 X 9.25 inches; 470 pages.…

Zustand: good. May show signs of wear, highlighting, writing, and previous use. This item may be a former library book with typical markings. No guarantee on products that contain supplements Your satisfaction is 100% guaranteed. Twenty-five year bookseller with shipments to over fifty million happy customers.…

Paperback. Zustand: Very Good. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged.

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Zustand: good. May show signs of wear, highlighting, writing, and previous use. This item may be a former library book with typical markings. No guarantee on products that contain supplements Your satisfaction is 100% guaranteed. Twenty-five year bookseller with shipments to over fifty million happy customers.…

Zustand: New.

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Zustand: As New. Unread book in perfect condition.

Zustand: New. pp. 496 2nd Edition.

Paperback. Zustand: new. New Copy. Customer Service Guaranteed.

paperback. Zustand: New. In shrink wrap. Looks like an interesting title.

Paperback. Zustand: New. Second Edition 1998. This book is designed as a text for graduate courses in stochastic processes. It is written for readers familiar with measure-theoretic probability and discrete-time processes who wish 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. In this context, the theory of stochastic integration and stochastic calculus is developed. The power of this calculus is illustrated by results concerning representations of martingales and change of measure on Wiener space, and these in turn permit a presentation of recent advances in financial economics (option pricing and consumption/investment optimization). This book contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. The text is complemented by a large number of problems and exercises.…

Paperback. Zustand: Brand New. 2nd edition. 470 pages. 9.50x6.25x1.00 inches. In Stock.

Taschenbuch. Zustand: Neu. Brownian Motion and Stochastic Calculus | Ioannis Karatzas (u. a.) | Taschenbuch | Graduate Texts in Mathematics | xxiii | Englisch | 1991 | Springer | EAN 9780387976556 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. …

Paperback. Zustand: New. Second Edition 1998. This book is designed as a text for graduate courses in stochastic processes. It contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. The text is complemented by a large number of problems and exercises.…

PF. Zustand: New. This item is printed on demand. Brand new book, sourced directly from publisher. Dispatch time is 6-7 days from our warehouse. Book will be sent in robust, secure packaging to ensure it reaches you securely.

Taschenbuch. Zustand: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book is designed as a text for graduate courses in stochastic processes. It is written for readers familiar with measure-theoretic probability and discrete-time processes who wish 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. In this context, the theory of stochastic integration and stochastic calculus is developed. The power of this calculus is illustrated by results concerning representations of martingales and change of measure on Wiener space, and these in turn permit a presentation of recent advances in financial economics (option pricing and consumption/investment optimization). This book contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. The text is complemented by a large number of problems and exercises. 496 pp. Englisch.…

Kartoniert / Broschiert. Zustand: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. A perennial best-seller, now in its fourth printingBrownian motion is currently a hot topic in mathematicsKaratzas is one of the leaders in the field of stochastics and financeA graduate-course text, written for readers familiar.…

Zustand: New. Print on Demand pp. 496 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam.

Zustand: New. PRINT ON DEMAND pp. 496.

Taschenbuch. Zustand: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This book is designed as a text for graduate courses in stochasticprocesses. It contains a detailed discussion of weak and strongsolutions of stochastic differential equations and a study of localtime for semimartingales, with special emphasis on the theory ofBrownian local time. The text is complemented by a large number ofproblems and exercises.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 496 pp. Englisch.…