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

Show other versions (3)
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
Description
Note:"Corrected third printing"--T.p. verso.
"Springer study edition"--Back cover.
Bibliography Note:Includes bibliographical references (p. [447]-458) and index.
ISBN:9781461209492 (online)