Brownian motion and stochastic calculus
By: Ioannis Karatzas, Steven E. Shreve.
Contributors: Shreve, Steven E.
Edition: 2nd ed.
Series: Graduate texts in mathematics ;; 113
Publisher: Springer-Verlag
Published: 1991
Place of publication: New York
Language: eng
Number of pages: 470
Subjects: Brownian motion processes; Stochastic analysis
Notes: Includes bibliographical references (p. [447]-458) and index.
"Springer study edition"--Cover.