Document Type
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BL
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Record Number
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655916
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Doc. No
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dltt
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Main Entry
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Karatzas, Ioannis.
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Title & Author
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Brownian motion and stochastic calculus /\ Ioannis Karatzas, Steven E. Shreve.
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Edition Statement
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2nd ed.
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Publication Statement
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New York :: Springer-Verlag,, c1991.
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Series Statement
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Graduate texts in mathematics ;; 113
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Page. NO
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xxiii, 470 p. :: ill. ;; 24 cm.
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ISBN
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0387976558 (New York Berlin Heidelberg)
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: 9780387976556 (New York Berlin Heidelberg)
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: 3540976558 (Berlin Heidelberg New York)
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: 9783540976554 (Berlin Heidelberg New York)
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Notes
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"Springer study edition"--Cover.
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Bibliographies/Indexes
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Includes bibliographical references (p. [447]-458) and index.
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Subject
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Brownian motion processes.
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Subject
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Stochastic analysis.
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LC Classification
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QA274.75.K37 1991
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Added Entry
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Shreve, Steven E.
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