Brownian motion and stochastic calculus
Karatzas, Loannis
Brownian motion and stochastic calculus Loannis Karatzas, - 2nd ed. - New York Springer 1998 - 470 p. - Gradutae texts in mathematics .
Includes bibliographical references and index.
9780387976556
Mathematics
Brownian motion processes.
Stochastic analysis
Probability theory
519.2 / KAR-B
Brownian motion and stochastic calculus Loannis Karatzas, - 2nd ed. - New York Springer 1998 - 470 p. - Gradutae texts in mathematics .
Includes bibliographical references and index.
9780387976556
Mathematics
Brownian motion processes.
Stochastic analysis
Probability theory
519.2 / KAR-B