Brownian motion and stochastic calculus / Ioannis Karatzas, Steven E. Shreve.
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| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | Book |
| 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. |