Seller: Griffin Books, Stamford, CT, U.S.A.
paperback. Condition: New. 2nd. As new clean tight and bright Please email for photos. Larger books or sets may require additional shipping charges. Books sent via US Postal.
Published by Springer/Sci-Tech/Trade, 1991
ISBN 10: 0387976558 ISBN 13: 9780387976556
Language: English
Seller: Skoob-ebooks, Pontiac, QC, Canada
Softcover. Condition: 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.
Seller: Lucky's Textbooks, Dallas, TX, U.S.A.
Condition: New.
Seller: California Books, Miami, FL, U.S.A.
Condition: New.
Condition: New. pp. 496 2nd Edition.
Seller: Ria Christie Collections, Uxbridge, United Kingdom
£ 49.13
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Add to basketCondition: New. In English.
£ 61.35
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Add to basketCondition: New. 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.
Published by Springer Science+Business Media, Inc., New York, 1991
ISBN 10: 7506272938 ISBN 13: 9787506272933
Language: English
Seller: PsychoBabel & Skoob Books, Didcot, United Kingdom
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Add to basketPaperback. Condition: Good. Paperback in good condition. Second edition. Light stain on lower edge of rear cover. Closing pages are slightly warped on lower edges. Pages are clean and text is clear throughout. HCW. Used.
Seller: BennettBooksLtd, San Diego, NV, U.S.A.
paperback. Condition: New. In shrink wrap. Looks like an interesting title!
Seller: Revaluation Books, Exeter, United Kingdom
£ 80.59
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Add to basketPaperback. Condition: Brand New. 2nd edition. 470 pages. 9.50x6.25x1.00 inches. In Stock.
Seller: Zubal-Books, Since 1961, Cleveland, OH, U.S.A.
Condition: Fine. First edition, first printing, 470 pp., hardcover, fine. - If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country. Photos available upon request.
Published by Springer New York, Springer US Aug 1991, 1991
ISBN 10: 0387976558 ISBN 13: 9780387976556
Language: English
Seller: buchversandmimpf2000, Emtmannsberg, BAYE, Germany
£ 48.08
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Add to basketTaschenbuch. Condition: Neu. 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.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 496 pp. Englisch.
Published by Springer New York Aug 1991, 1991
ISBN 10: 0387976558 ISBN 13: 9780387976556
Language: English
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
£ 48.08
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Add to basketTaschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Designed as a text for graduate courses in stochastic processes. 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 this in turn permits a presentation of recent advances in financial economics (options pricing and consumption/investment optimization). The 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 t ext is complemented by a large number of problems and exercises. 496 pp. Englisch.
Seller: Biblios, Frankfurt am main, HESSE, Germany
Condition: New. PRINT ON DEMAND pp. 496.
Seller: moluna, Greven, Germany
£ 42.47
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Add to basketCondition: 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.