Keywords
Brownian motionStochastic calculusProbabilistic logicMathematical economicsCalculus (dental)MathematicsStochastic processGeometric Brownian motionMathematical financeProbability theoryComputer scienceMathematical analysisEconomicsDiffusion processFinanceDifferential equationStatistics
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Publication Info
- Year
- 2007
- Type
- book-chapter
- Pages
- 451-470
- Citations
- 7748
- Access
- Closed
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Cite This
Ioannis Karatzas,
Steven E. Shreve
(2007).
Brownian Motion and Stochastic Calculus.
Springer finance
, 451-470.
https://doi.org/10.1007/978-1-84628-696-4_13
Identifiers
- DOI
- 10.1007/978-1-84628-696-4_13