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

9780387976556, 9781461209492

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Brownian Motion and Partial Differential Equations

Brownian Motion and Stochastic Calculus - Graduate Texts in Mathematics ◽

10.1007/978-1-4612-0949-2_4 ◽

1998 ◽

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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P. Lévy’s Theory of Brownian Local Time

Brownian Motion and Stochastic Calculus - Graduate Texts in Mathematics ◽

10.1007/978-1-4612-0949-2_6 ◽

1998 ◽

pp. 399-446

Author(s):

Ioannis Karatzas ◽

Steven E. Shreve

Keyword(s):

Brownian Local Time

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Martingales, Stopping Times, and Filtrations

Brownian Motion and Stochastic Calculus - Graduate Texts in Mathematics ◽

10.1007/978-1-4612-0949-2_1 ◽

1998 ◽

pp. 1-46

Author(s):

Ioannis Karatzas ◽

Steven E. Shreve

Keyword(s):

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Stochastic Differential Equations

Brownian Motion and Stochastic Calculus - Graduate Texts in Mathematics ◽

10.1007/978-1-4612-0949-2_5 ◽

1998 ◽

pp. 281-398

Author(s):

Ioannis Karatzas ◽

Steven E. Shreve

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations

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Stochastic Integration

Brownian Motion and Stochastic Calculus - Graduate Texts in Mathematics ◽

10.1007/978-1-4612-0949-2_3 ◽

1998 ◽

pp. 128-238

Author(s):

Ioannis Karatzas ◽

Steven E. Shreve

Keyword(s):

Stochastic Integration

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Brownian Motion

Brownian Motion and Stochastic Calculus - Graduate Texts in Mathematics ◽

10.1007/978-1-4612-0949-2_2 ◽

1998 ◽

pp. 47-127 ◽

Author(s):

Ioannis Karatzas ◽

Steven E. Shreve

Keyword(s):

Brownian Motion

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