MATH-LiB Online Catalogue

Mathematics Information Resource Centre, Department of Mathematics, IISc, Bangalore.

Brownian motion and stochastic calculus

Brownian motion and stochastic calculus Karatzas, Ioannis. - 2nd ed. - New York : Springer, 1996 - xxiii, 470 p. : ill. ; 24 cm. - Graduate texts in mathematics ; 113 .

Corrected third printing"--T.p. verso. | "Springer study edition"--Back cover."

0387976558 (pbk. : New York : acid-free paper) | 3540976558 (pbk. : Berlin : acid-free paper)