Karatzas, Ioannis. <br/><br/>
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 .
<br/><br/><label>ISBN: </label>0387976558  
<br/><br/><label>LCCN: </label>92045054     
<br/><br/><label>Subjects--Topical Terms: </label><br/>Brownian motion processes.<br/>Stochastic analysis.