Brownian motion and stochastic calculus

Brownian motion and stochastic calculus

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Bibliographic Details
Main Author: Karatzas, Ioannis (Author)
Format: Book
Language:English
Published: New York Springer-Verlag c1991
Edition:2nd edition.
Series:Graduate Text in Mathematics n113
Subjects:
Brownian motion processes.
Stochastic analysis.