Brownian motion and stochastic calculus /

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:

MARC

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264 1 |a New York :  |b Springer-Verlag,  |c [1988] 
264 4 |c ©1988 
300 |a xxiii, 470 pages :  |b illustrations ;  |c 25 cm. 
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490 1 |a Graduate texts in mathematics ;  |v 113 
504 |a Bibliography: pages [447]-458. 
504 |a Includes index. 
650 0 |a Brownian motion processes. 
650 0 |a Stochastic analysis. 
700 1 |a Shreve, Steven E. 
830 0 |a Graduate texts in mathematics ;  |v 113. 
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