How Long to Read Brownian Motion and Stochastic Calculus

By Ioannis Karatzas

How Long Does it Take to Read Brownian Motion and Stochastic Calculus?

It takes the average reader 8 hours and 20 minutes to read Brownian Motion and Stochastic Calculus by Ioannis Karatzas

Assuming a reading speed of 250 words per minute. Learn more

Description

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...

How long is Brownian Motion and Stochastic Calculus?

Brownian Motion and Stochastic Calculus by Ioannis Karatzas is 500 pages long, and a total of 125,000 words.

This makes it 169% the length of the average book. It also has 153% more words than the average book.

How Long Does it Take to Read Brownian Motion and Stochastic Calculus Aloud?

The average oral reading speed is 183 words per minute. This means it takes 11 hours and 23 minutes to read Brownian Motion and Stochastic Calculus aloud.

What Reading Level is Brownian Motion and Stochastic Calculus?

Brownian Motion and Stochastic Calculus is suitable for students ages 12 and up.

Note that there may be other factors that effect this rating besides length that are not factored in on this page. This may include things like complex language or sensitive topics not suitable for students of certain ages.

When deciding what to show young students always use your best judgement and consult a professional.

Where Can I Buy Brownian Motion and Stochastic Calculus?

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