Brownian Motion and Stochastic Calculus
Karatzas, Icannis
Brownian Motion and Stochastic Calculus - 2nd Ed. - New York Springer-Verlag 1991 - Graduate Texts in Mathematics 113 .
0387976558
Brownian Motion Processes
Stochastic Analysis
Brownian Motion and Stochastic Calculus - 2nd Ed. - New York Springer-Verlag 1991 - Graduate Texts in Mathematics 113 .
0387976558
Brownian Motion Processes
Stochastic Analysis