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This book is designed as a text for graduate courses in stochastic processes. 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.
- Format: Pocket
- ISBN: 9780387976556
- Språk: Engelska
- Antal sidor: 470
- Utgivningsdatum: 2004-08-25
- Förlag: Springer-Verlag New York Inc.