Brownian motion and stochastic calculus [electronic resource] / Ioannis Karatzas, Steven E. Shreve.

Bibliographic Details
Main Author:	Karatzas, Ioannis
Other Authors:	Shreve, Steven E.
Language:	English
Published:	New York : Springer, 1996.
Edition:	2nd ed.
Subjects:	Brownian motion processes. Stochastic analysis.
Online Access:	Springer Book Archive - Mathematics: 1998 (Springer Link)
Format:	Electronic eBook

Brownian motion and stochastic calculus

Authors: Karatzas, Ioannis
Published: Springer-Verlag, 1991

Physical Description: xxiii, 470 pages : illustrations ; 24 cm.

Book

Authors: Karatzas, Ioannis, Shreve, Steven
Published: Springer New York : Imprint: Springer, 1988

Springer Book Archive - Mathematics: 1988 (Springer Link)

Electronic eBook

Authors: Karatzas, Ioannis
Published: Springer-Verlag, 1988

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

Book