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

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