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, [1991], ©1991

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StatusFormatAccessCall NumberItem Location
TextRequest in advance QA274.75 .K37 1991bOff-site

Holdings

Details

Additional Authors
Shreve, Steven E.
Description
xxiii, 470 pages : illustrations; 24 cm.
Series Statement
Graduate texts in mathematics ; 113
Uniform Title
Graduate texts in mathematics ; 113.
Subjects
Note
  • "Corrected third printing"--T.p. verso.
  • "Springer study edition"--Cover.
Bibliography (note)
  • Includes bibliographical references (p. [447]-458) and index.
ISBN
  • 0387976558 (pbk. : New York : acid-free paper)
  • 3540976558 (pbk. : Berlin : acid-free paper)
LCCN
96167783
OCLC
ocm35122007
Owning Institutions
Columbia University Libraries