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Book Cover
Book
Author Karatzas, Ioannis.

Title Brownian motion and stochastic calculus / Ioannis Karatzas, Steven E. Shreve
Edition Second edition
Published New York : Springer-Verlag, [1991]
©1991

Copies

Location Call no. Vol. Availability
 W'PONDS  530.475 Kar/Bma 1991  AVAILABLE
Description xxiii, 470 pages : illustrations ; 24 cm
Series Graduate texts in mathematics ; 113
Graduate texts in mathematics ; 113
Notes "Springer study edition"--Cover
Bibliography Includes bibliographical references (pages [447]-458) and index
Subject Brownian motion processes.
Stochastic analysis.
Author Shreve, Steven E.
ISBN 0387976558 (New York Berlin Heidelberg)
3540976558 (Berlin Heidelberg New York)