Hostname: page-component-586b7cd67f-2brh9 Total loading time: 0 Render date: 2024-12-01T03:23:42.344Z Has data issue: false hasContentIssue false

Stochastic analysis and diffusion processes by G. Kallianpur and P. Sundar, pp 352, £65 (hbk), £29.99 (pbk) ISBN 978-0-965706-3, ISBN 978-0-965707-0, Oxford Graduate Texts in Mathematics 24, Oxford University Press (2014).

Review products

Stochastic analysis and diffusion processes by G. Kallianpur and P. Sundar, pp 352, £65 (hbk), £29.99 (pbk) ISBN 978-0-965706-3, ISBN 978-0-965707-0, Oxford Graduate Texts in Mathematics 24, Oxford University Press (2014).

Published online by Cambridge University Press:  25 August 2015

Dave Applebaum*
Affiliation:
Department of Probability and Statistics, University of Sheffield, Hicks Building, Hounsfield Road, Sheffield S3 7RH e-mail: [email protected]

Abstract

Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
Reviews
Copyright
Copyright © The Mathematical Association 2014

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

1. Steele, J.M., Stochastic Calculus and Financial Applications, Springer-Verlag (2001).Google Scholar
2. Schilling, R.L., Partzsch, L., Brownian Motion: An Introduction to Stochastic Processes, de Gruyter (2012).Google Scholar