Brownian motion and stochastic calculus / Ioannis Karatzas, Steven E. Shreve.
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Main Author: | |
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Other Authors: | |
Language: | English |
Published: |
New York :
Springer-Verlag,
[1991], ©1991.
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Edition: | Second edition. |
Series: | Graduate texts in mathematics ;
113. |
Subjects: | |
Physical Description: | xxiii, 470 pages : illustrations ; 24 cm. |
Format: | Book |
Note: | "Springer study edition"--Cover. |
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Call Number: | QA274.75 .K37 1991 |
Bibliography Note: | Includes bibliographical references (pages [447]-458) and index. |
ISBN: | 0387976558 (New York Berlin Heidelberg) 3540976558 (Berlin Heidelberg New York) |