Karatzas, Ioannis
Brownian motion and stochastic calculus /
Ioannis Karatzas and Steven E. Shreve
- 2nd ed.
- New York: Springer, 1991.
- xxiii, 470 p.
Graduate texts in mathematics
9780387976556 Rs.3986.01
Brownian motion processes
Stochastic analysis.
530.475 / K2B7