Author :
Karatzas, Ioannis
Title :
Brownian motion and stochastic calculus
Author Statement :
Ioannis Karatzas, Steven E. Shreve
Publication :
Springer-Verlag
Collation :
xxiii, 470 p.: ill.
Series :
Graduate texts in mathematics ; 113
Notes :
Springer study edition--Cover
Subject :
Brownian motion processes,Stochastic analysis
ADDED ENTRIES :
Shreve, Steven E
Holding Info. :
0387976558,0387976558
Biblography :
Includes bibliographical references (p. [447]-458) and index