Karatzas, Loannis
Brownian motion and stochastic calculus
- 2nd ed.
- New York : Springer Science + Bussiness media, 2019.
- xv, 470 p. : ill. ; 23 cm.
- (Graduate texts in mathematics ; no. 113) .
includes index
including bibliographical references
9780387976556
Brownian motion
Stochastic integration
Stochastic differential equations
530.475 / KAR