Brownian motion and stochastic calculus/

Karatzas, Ioannis.

Brownian motion and stochastic calculus/ Ioannis Karatzas, Steven E. Shreve. - New York: Springer-Verlag, c1988. - xxiii, 470 p.: ill.; 25 cm. - Graduate texts in mathematics; 113. .

Bibliography: p. [447]-458. Includes index.

0387965351 : $75.00

87012815


Processus stochastiques.
Brownian motion processes.
Stochastic analysis

519.2 / K18b
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