---
title: "Springer International Publishing AG Brownian Motion, Martingales, and Stochastic Calculus (3, 2016) | Jean-Francois Le Gall,Jean-François Le Gall"
ean: "9783319310886"
brand: "Springer International Publishing AG"
category: "Medier > Bøger"
price_min: 394
price_max: 503
currency: DKK
vendor_count: 2
in_stock: true
url: https://pricetracker.dk/p/9783319310886/brownian-motion-martingales-and-stochastic-calculus-3-2016-jean
last_checked: 2026-10-15
---

# Springer International Publishing AG Brownian Motion, Martingales, and Stochastic Calculus (3, 2016) | Jean-Francois Le Gall,Jean-François Le Gall

EAN 9783319310886 · Mærke: Springer International Publishing AG · Kategori: Medier > Bøger

Sammenlign priser på Springer International Publishing AG Brownian Motion, Martingales, and Stochastic Calculus (3, 2016) | Jean-Francois Le Gall,Jean-François Le Gall fra 2 forhandlere. Billigste pris nu: 394 kr hos Saxo DK. Se aktuelle priser og køb hos den billigste forhandler på https://pricetracker.dk/p/9783319310886/brownian-motion-martingales-and-stochastic-calculus-3-2016-jean

## Priser
- **Billigste pris nu:** 394 kr hos Saxo DK
- **Prisspænd:** 394 kr – 503 kr på tværs af 2 forhandlere

## Forhandlere
| Forhandler | Pris | Levering |
|---|---|---|
| Saxo DK | 394 kr | — |
| Plusbog | 503 kr | 6 - 8 hverdage |

## Om produktet
Beskrivelse fra forhandleren Saxo DK:

> This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales. The main tools of stochastic calculus, including Itô’s formula, the optional stopping theorem and Girsanov’s theorem, are treated in detail alongside many illustrative examples. The book also contains an introduction to Markov processes, with applications to solutions of stochastic differential equations and to connections between Brownian motion and partial differential equations. The theory of local times of semimartingales is discussed in the last chapter. Since its invention by Itô, stochastic calculus has proven to be one of the most important techniques of modern probability theory, and has been used in the most recent theoretical advances as well as in applications to other fields such as mathematical finance. Brownian Motion, Martingales, and Stochastic Calculus provides astrong theoretical background to the reader interested in such developments. Beginning graduate or advanced undergraduate students will benefit from this detailed approach to an essential area of probability theory. The emphasis is on concise and efficient presentation, without any concession to mathematical rigor. The material has been taught by the author for several years in graduate courses at two of the most prestigious French universities. The fact that proofs are given with full details makes the book particularly suitable for self-study. The numerous exercises help the reader to get acquainted with the tools of stochastic calculus.

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