Produkt mají v nabídce:
Brownian Motion and Stochastic Calculus - Karatzas, Ioannis a Shreve, Steven
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.
