Karatzas, Ioannis.
Brownian motion and stochastic calculus / Ioannis Karatzas, Steven E. Shreve. - 2nd ed. - New York : Springer-Verlag, c1991. - xxiii, 470 p. - Graduate texts in mathematics ; 113 .
0387976558
92045054
Brownian motion processes.
Stochastic analysis.
Brownian motion and stochastic calculus / Ioannis Karatzas, Steven E. Shreve. - 2nd ed. - New York : Springer-Verlag, c1991. - xxiii, 470 p. - Graduate texts in mathematics ; 113 .
0387976558
92045054
Brownian motion processes.
Stochastic analysis.