Shreve《布朗运动与随机过程》教材及普渡大学配套讲义下载

金融大鳄索罗斯

Brownian Motion and Stochastic Calculus
作者: Ioannis Karatzas / Steven Shreve
出版社: Springer
出版年: 1991-8-25
页数: 470
定价: USD 64.95
装帧: Paperback
丛书: Graduate Texts in Mathematics
ISBN: 9780387976556
A graduate-course text, written for readers familiar with measure-theoretic probability and discrete-time processes, wishing 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, illustrated by results concerning representations of martingales and change of measure on Wiener space, which in turn permit a presentation of recent advances in financial economics. 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 whole is backed by a large number of problems and exercises.

原版教材及配套讲义在附件中，回复即可下载

游客，如果您要查看本帖隐藏内容请回复

laugavin

dfsdf sf sdfsdf sdf

mayslie

感谢了!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!

makelove

谢谢分享 正在学这个

winwin99

我觉得你想要的是插上U盘，然后把现在运行的屏程序拷贝到U盘上，这种操作需要幸运飞艇直播，福彩双色球结果，幸运时时彩走势图知道密码才可以的，而且你这样备份出来的文件也只是U盘文件