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

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Bibliographic Details
Main Author: Karatzas, Ioannis
Other Authors: Shreve, Steven E.
Language:English
Published: New York : Springer-Verlag, [1991], ©1991.
Edition:Second edition.
Series:Graduate texts in mathematics ; 113.
Subjects:
Physical Description:xxiii, 470 pages : illustrations ; 24 cm.
Format: Book

MARC

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250 |a Second edition. 
260 |a New York :  |b Springer-Verlag,  |c [1991], ©1991. 
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500 |a "Springer study edition"--Cover. 
504 |a Includes bibliographical references (pages [447]-458) and index. 
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650 0 |a Stochastic analysis.  |0 http://id.loc.gov/authorities/subjects/sh85128175 
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