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.