Brownian motion and stochastic calculus / Ioannis Karatzas, Steven E. Shreve.
By: Karatzas, Ioannis.
Contributor(s): Shreve, Steven E.
Series: Graduate texts in mathematics ; 113. New York : Springer-Verlag, c1991Edition: 2nd ed.Description: xxiii, 470 p. : ill. ; 24 cm.ISBN: 0387976558 (New York Berlin Heidelberg); 3540976558 (Berlin Heidelberg New York).Subject(s): Brownian motion processes | Stochastic analysisGenre/Form: Print books.DDC classification: 530.4/75| Current location | Call number | Status | Date due | Barcode | Item holds |
|---|---|---|---|---|---|
| On Shelf | QA274.75 .K37 1991 (Browse shelf) | Available | AU0000000002188 |
Total holds: 0
"Springer study edition"--Cover.
Includes bibliographical references (p. [447]-458) and index.