Brownian motion and stochastic calculus /
Karatzas, Ioannis.
Brownian motion and stochastic calculus / Ioannis Karatzas, Steve n E. Shreve. - 2nd ed. - New York : Springer, 1996. - xxiii, 470 p. : 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.
0387976558 (pbk. : New York : acidfree paper)
Brownian motion processes.
Stochastic analysis.
530.475 KAR
Brownian motion and stochastic calculus / Ioannis Karatzas, Steve n E. Shreve. - 2nd ed. - New York : Springer, 1996. - xxiii, 470 p. : 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.
0387976558 (pbk. : New York : acidfree paper)
Brownian motion processes.
Stochastic analysis.
530.475 KAR