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Brownian motion and stochastic calculus /

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Bibliographic Details
Main Author: Karatzas, Ioannis
Other Authors: Shreve, Steven E.
Format: Book
Language:English
Published: New York : Springer-Verlag, [1988]
Series:Graduate texts in mathematics ; 113.
Subjects:
Brownian motion processes.
Stochastic analysis.
Description
Physical Description:xxiii, 470 pages : illustrations ; 25 cm.
Bibliography:Bibliography: pages [447]-458.
Includes index.
ISBN:0387965351 :