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Brownian Motion and Stochastic Calculus
other
Author(s):
Ioannis Karatzas
,
Steven E. Shreve
Publication date
(Print):
1988
Publisher:
Springer US
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Book
ISBN (Print):
978-1-4684-0304-6
ISBN (Electronic):
978-1-4684-0302-2
Publication date (Print):
1988
DOI:
10.1007/978-1-4684-0302-2
SO-VID:
fa4385d7-d95f-41eb-95cf-a54eeb4ef991
License:
http://www.springer.com/tdm
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Book chapters
pp. 1
Martingales, Stopping Times, and Filtrations
pp. 47
Brownian Motion
pp. 128
Stochastic Integration
pp. 239
Brownian Motion and Partial Differential Equations
pp. 281
Stochastic Differential Equations
pp. 399
P. Lévy’s Theory of Brownian Local Time
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