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Brownian motion and stochastic calculus

[NT 42944] Record Type:	[NT 1579] Language materials, printed : [NT 40817] monographic
[NT 47261] Author:	KaratzasIoannis.,
[NT 47353] Alternative Intellectual Responsibility:	ShreveSteven E.,
[NT 47351] Place of Publication:	New York
[NT 47263] Published:	Springer-Verlag;
[NT 47352] Year of Publication:	c1991.
[NT 50960] Edition:	2nd ed.
[NT 47264] Description:	xxiii, 470 p.ill. : 24 cm.;
[NT 47298] Series:	Graduate texts in mathematics113
[NT 47266] Subject:	Stochastic analysis. -
[NT 47266] Subject:	Brownian motion processes. -
[NT 47265] Notes:	'Springer study edition'--Cover.
[NT 50961] ISBN:	3540976558

Brownian motion and stochastic calculus
Karatzas, Ioannis.

Brownian motion and stochastic calculus / Ioannis Karatzas, Steven E. Shreve. - 2nd ed.. - New York : Springer-Verlag, c1991.. - xxiii, 470 p. ; ill. ; 24 cm.. - (Graduate texts in mathematics ; 113).
'Springer study edition'--Cover..
Includes bibliographical references (p. [447]-458) and index..
ISBN 3540976558ISBN 0387976558
Stochastic analysis.Brownian motion processes.

Shreve, Steven E.

Brownian motion and stochastic calculus
LDR:00702nam0 2200217 i 450 001 148110
005 20120618205600.0
010 1 $a 3540976558
010 1 $a 0387976558 $b pbk. $d NT2064
100 $a 20071203d1991 m y0engy08 b
101 $a eng
102 $a us
105 $a a a 001yy
200 1 $a Brownian motion and stochastic calculus $f Ioannis Karatzas, Steven E. Shreve.
205 $a 2nd ed.
210 $a New York $d c1991. $c Springer-Verlag
215 1 $a xxiii, 470 p. $c ill. $d 24 cm.
225 2 $a Graduate texts in mathematics $v 113
300 $a 'Springer study edition'--Cover.
320 $a Includes bibliographical references (p. [447]-458) and index.
410 0 $1 2001 $a Graduate texts in mathematics $v 113
606 $a Stochastic analysis. $3 132869
606 $a Brownian motion processes. $3 133866
676 $a 530.4/75 $v 21
700 $a Karatzas $b Ioannis. $3 126074
701 $a Shreve $b Steven E. $3 126075

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