Research Catalog

Brownian motion and stochastic calculus

Title
Brownian motion and stochastic calculus / Ioannis Karatzas, Steven E. Shreve.
Author
Karatzas, Ioannis.
Publication
New York : Springer-Verlag, c1991.

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Details

Additional Authors
Shreve, Steven E.
Description
xxiii, 470 p. : ill.; 24 cm.
Series Statement
Graduate texts in mathematics ; 113
Subjects
Note
  • "Springer study edition"--Cover.
Bibliography (note)
  • Includes bibliographical references (p. [447]-458) and index.
Call Number
JSE 93-549
ISBN
  • 0387976558 (New York Berlin Heidelberg)
  • 3540976558 (Berlin Heidelberg New York)
LCCN
91022775
OCLC
  • 24011122
  • NYPG93-B28800
Author
Karatzas, Ioannis.
Title
Brownian motion and stochastic calculus / Ioannis Karatzas, Steven E. Shreve.
Imprint
New York : Springer-Verlag, c1991.
Edition
2nd ed.
Series
Graduate texts in mathematics ; 113
Bibliography
Includes bibliographical references (p. [447]-458) and index.
Added Author
Shreve, Steven E.
Research Call Number
JSE 93-549
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