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Brownian motion and stochastic calculus /

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Bibliographic Details
Main Author: Karatzas, Ioannis (Author)
Other Authors: Shreve, Steven E.
Format: Book
Language:English
Published: New York : Springer-Verlag, [2000]
Edition:2nd ed.
Series:Graduate texts in mathematics ; 113.
Subjects:
Brownian motion processes.
Stochastic analysis.
Processus de mouvement brownien.
Analyse stochastique.
Brownsche Bewegung
Stochastische Analysis
Stochastischer Prozess
Valuations, Théorie des.
Mouvement brownien.
Online Access:Kostenfrei
Description
Item Description:Corrected 6th printing, 2000.
"Springer study edition"--Cover
Physical Description:xxiii, 470 pages : illustrations ; 24 cm
Bibliography:Includes bibliographical references (pages 447-458) and index.
ISBN:0387976558
9780387976556
3540976558
9783540976554