Brownian Motion and Stochastic Calculus (Graduate Texts in Mathematics (113)) 2nd Edition

4.3 out of 5 stars 22 ratings
ISBN-13: 978-0387976556
ISBN-10: 0387976558
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Editorial Reviews

Review

Second Edition

I. Karatzas and S.E. Shreve

Brownian Motion and Stochastic Calculus

"A valuable book for every graduate student studying stochastic process, and for those who are interested in pure and applied probability. The authors have done a good job."―MATHEMATICAL REVIEWS


Product details

  • Publisher : Springer; 2nd edition (August 25, 1991)
  • Language : English
  • Paperback : 493 pages
  • ISBN-10 : 0387976558
  • ISBN-13 : 978-0387976556
  • Item Weight : 3.35 pounds
  • Dimensions : 6.1 x 1.12 x 9.25 inches
  • Customer Reviews:
    4.3 out of 5 stars 22 ratings

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4.3 out of 5 stars
4.3 out of 5
22 global ratings
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George C
5.0 out of 5 stars comprehensive
Reviewed in the United Kingdom on September 8, 2020
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3.0 out of 5 stars The content of this book is perfect. However
Reviewed in the United Kingdom on November 15, 2015
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5.0 out of 5 stars One of the best books ever written on stochastic calculus
Reviewed in the United Kingdom on December 30, 2016
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Reviewed in the United Kingdom on October 2, 2013
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4.0 out of 5 stars Workbook
Reviewed in Germany on April 3, 2014
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