Brownian Motion and Stochastic Calculus - Graduate Texts in Mathematics
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Published By Springer US

9781468403046, 9781468403022

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

P. Lévy’s Theory of Brownian Local Time

Brownian Motion and Stochastic Calculus - Graduate Texts in Mathematics ◽

10.1007/978-1-4684-0302-2_6 ◽

1988 ◽

pp. 399-446

Author(s):

Ioannis Karatzas ◽

Steven E. Shreve

Keyword(s):

Local Time ◽

Brownian Local Time

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Stochastic Differential Equations

Brownian Motion and Stochastic Calculus - Graduate Texts in Mathematics ◽

10.1007/978-1-4684-0302-2_5 ◽

1988 ◽

pp. 281-398

Author(s):

Ioannis Karatzas ◽

Steven E. Shreve

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations

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Brownian Motion and Partial Differential Equations

Brownian Motion and Stochastic Calculus - Graduate Texts in Mathematics ◽

10.1007/978-1-4684-0302-2_4 ◽

1988 ◽

pp. 239-280

Author(s):

Ioannis Karatzas ◽

Steven E. Shreve

Keyword(s):

Brownian Motion ◽

Partial Differential Equations ◽

Differential Equations ◽

Partial Differential

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Martingales, Stopping Times, and Filtrations

Brownian Motion and Stochastic Calculus - Graduate Texts in Mathematics ◽

10.1007/978-1-4684-0302-2_1 ◽

1988 ◽

pp. 1-46

Author(s):

Ioannis Karatzas ◽

Steven E. Shreve

Keyword(s):

Stopping Times

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Brownian Motion

Brownian Motion and Stochastic Calculus - Graduate Texts in Mathematics ◽

10.1007/978-1-4684-0302-2_2 ◽

1988 ◽

pp. 47-127 ◽

Cited By ~ 12

Author(s):

Ioannis Karatzas ◽

Steven E. Shreve

Keyword(s):

Brownian Motion

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Stochastic Integration

Brownian Motion and Stochastic Calculus - Graduate Texts in Mathematics ◽

10.1007/978-1-4684-0302-2_3 ◽

1988 ◽

pp. 128-238

Author(s):

Ioannis Karatzas ◽

Steven E. Shreve

Keyword(s):

Stochastic Integration

Download Full-text

Brownian Motion and Stochastic Calculus - Graduate Texts in MathematicsLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer US

P. Lévy’s Theory of Brownian Local Time

Stochastic Differential Equations

Brownian Motion and Partial Differential Equations

Martingales, Stopping Times, and Filtrations

Brownian Motion

Stochastic Integration

Brownian Motion and Stochastic Calculus - Graduate Texts in Mathematics
Latest Publications