Brownian motion and stochastic calculus

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.
Format: Book
Language:English
Published: New York : Springer-Verlag, [1991], ©1991.
Edition:Second edition.
Series:Graduate texts in mathematics ; 113.
Subjects:
Brownian motion processes.
Stochastic analysis.
Physical Description:xxiii, 470 pages : illustrations ; 24 cm.
Description
Item Description:"Springer study edition"--Cover.
Bibliography:Includes bibliographical references (pages [447]-458) and index.
ISBN:0387976558 (New York Berlin Heidelberg)
3540976558 (Berlin Heidelberg New York)
Call Number:QA274.75 .K37 1991