000 00740nam#a2200205ua#4500
008 960710s1996 nyua b 001 0 eng
020 _a0387976558 (pbk. : New York : acid-free paper
020 _a9780387976556
082 _a519.233
_bK144B
100 _aKaratzas, Ioannis.
_96476
245 _aBrownian motion and stochastic calculus
_cIoannis Karatzas, Steven E. Shreve.
250 _a2nd ed.
260 _aNew York
_bSpringer
_c1996.
300 _axxiii, 470 p.
_bill.
_c24 cm.
440 _aGraduate texts in mathematics
_v113
_96477
504 _aIncludes bibliographical references (p. [447]-458) and index.
650 _aBrownian motion processes.
_96478
650 _aStochastic analysis.
_96479
700 _aShreve, Steven E.
_96480
999 _c8711
_d8711