Karatzas, Ioannis

Brownian motion and stochastic calculus Ioannis Karatzas - 2nd ed. - New York Springer 1998 - xxiii, 470p. - Graduate texts in mathematics . - Axler, S. .

9780387976556


Brownian motion processes
Stochastic analysis
Distribution (Probability theory)
Mathematics

530.475 K144b2