Brownian motion and stochastic calculus.

Brownian motion and stochastic calculus.

Bibliografiske detaljer
Hovedforfatter: Karatzas, Ioannis
Format: Bog
Sprog:English
Udgivet: New York Springer-Verlag c1991
Udgivelse:2nd edition.
Serier:Graduate Text in Mathematics n113
Fag:
Brownian motion processes.
Stochastic analysis.