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