Karatzas, Ioannis

Brownian motion and stochastic calculus Ioannis Karatzas, Steven 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 Contine bibliogr. si index

0387976558 (pbk. : New York : acid-free paper) 3540976558 (pbk. : Berlin : acid-free paper)

96167783


Brownian motion processes
Stochastic analysis

519.2/33