Brownian motion and stochastic calculus
Karatzas, Ioannis.
Brownian motion and stochastic calculus Ioannis Karatzas, Steven E. Shreve. - 2nd ed. - New York Springer 1996. - xxiii, 470 p. ill. 24 cm. - Graduate texts in mathematics 113 .
Includes bibliographical references (p. [447]-458) and index.
0387976558 (pbk. : New York : acid-free paper 9780387976556
Brownian motion processes.
Stochastic analysis.
519.233 / K144B
Brownian motion and stochastic calculus Ioannis Karatzas, Steven E. Shreve. - 2nd ed. - New York Springer 1996. - xxiii, 470 p. ill. 24 cm. - Graduate texts in mathematics 113 .
Includes bibliographical references (p. [447]-458) and index.
0387976558 (pbk. : New York : acid-free paper 9780387976556
Brownian motion processes.
Stochastic analysis.
519.233 / K144B