Brownian motion and stochastic calculus
By: Ioannis Karatzas, Steven E. Shreve.
Contributors: Shreve, Steven E.
Series: Graduate texts in mathematics ;; 113
Publisher: Springer-Verlag
Published: 1988
Place of publication: New York
Language: eng
Number of pages: 470
Subjects: Brownian motion processes.; Stochastic analysis.
Notes: Bibliography: p. [447]-458.
Includes index.