Brownian motion and stochastic calculus
Karatzas, Ioannis Shreve, Steven E
Brownian motion and stochastic calculus - 2nd ed. - New York Springer 1998 - xxiii,470p. ill. ; 24 cm. - Graduate texts in mathematics 113 .
"Corrected third printing"--T.p. verso. "Springer study edition"--Back cover.
Includes bibliographical references (p. [447]-458) and index.
9780387976556
96167783
Brownian motion processes.
Stochastic analysis.
QA274.75 / .K37 1996
530.475 / KA-B
Brownian motion and stochastic calculus - 2nd ed. - New York Springer 1998 - xxiii,470p. ill. ; 24 cm. - Graduate texts in mathematics 113 .
"Corrected third printing"--T.p. verso. "Springer study edition"--Back cover.
Includes bibliographical references (p. [447]-458) and index.
9780387976556
96167783
Brownian motion processes.
Stochastic analysis.
QA274.75 / .K37 1996
530.475 / KA-B