Brownian motion and stochastic calculus / Ioannis Karatzas, Steven E. Shreve.

Bibliographic Details

Uniform Title:	Graduate texts in mathematics ; 113.
Main Author:	Karatzas, Ioannis
Other Authors:	Shreve, Steven E.
Language:	English
Published:	New York : Springer-Verlag, [1988], ©1988.
Series:	Graduate texts in mathematics ; 113.
Subjects:	Brownian motion processes. Stochastic analysis.
Physical Description:	xxiii, 470 pages : illustrations ; 25 cm.
Format:	Book