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:
Physical Description:xxiii, 470 pages : illustrations ; 25 cm.
Format: Book

MARC

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490 1 |a Graduate texts in mathematics ;  |v 113 
504 |a Bibliography: pages [447]-458. 
504 |a Includes index. 
650 0 |a Brownian motion processes.  |0 http://id.loc.gov/authorities/subjects/sh85017265 
650 0 |a Stochastic analysis.  |0 http://id.loc.gov/authorities/subjects/sh85128175 
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