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
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