Brownian motion and stochastic calculus

• Main Authors: Karatzas, Ioannis, 1952- (Author), Shreve, Steven E. (Author)
• Format: Book
• Language: English
• Published: New York : Springer, 1991
• Edition: 2nd ed.
• Series: Graduate texts in mathematics
• Subjects: Brownův pohyb; stochastické procesy; stochastika
• ISBN: 0387976558
• Physical Description: xxiii, 470 s.