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