Brownian motion and stochastic calculus
2nd ed.
Our rough guess is there are 117,500 words in this book.
At a pace averaging 250 words per minute, this book will take 7 hours and 50 minutes to read. With a half hour per day, this will take 16 days to read.
How long will it take you?
This book will take an estimated to read at a reading speed averaging words per minute. With 30 minutes per day, this will take to read.
Enter your reading speedYou can take one of our WPM reading speed tests to find your reading speed.
Create a free account to track your reading progress, build your reading list, and set reading goals.
Author
Contributions
- Shreve, Steven E. - Contributor
Publication
1996 - Springer, New York, New York (State)
Language
English
Word Count
117,500 words, Guess
Page Count
470 pages
Identifiers
- Internet Archivebrownianmotionst00kara_856
- ISBN-100387976558
- ISBN-103540976558
- ISBN-139780387976556
- ISBN-139783540976554
Classifications
- DDC519.2/33
- LCCQA274.75 .K37 1996
Description
This book is designed for a graduate course in stochastic processes. It is written for the reader who is familiar with measure-theoretic probability and the theory of discrete-time processes who is now ready to explore continuous-time stochastic processes. The vehicle chosen for this exposition is Brownian motion, which is presented as the canonical example of both a Markov process and a martingale in continuous time. The authors show how, by means of stochastic integration and random time change, all continuous martingales and many continuous Markov processes can be represented in terms of Brownian motion. The text is complemented by a large number of exercises.
Subjects
Topics
Series Statement
- Graduate texts in mathematics ;
- 113
Other Editions
- Brownian motion and stochastic calculus
Show 1 more editions
Similar Books
Reader Reviews
No reviews yet for this book.
Be the first to share your thoughts!