Brownian motion and stochastic calculus / Ioannis Karatzas, Steven E. Shreve.
Saved in:
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: | |
Physical Description: | xxiii, 470 pages : illustrations ; 24 cm. |