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. ISBN: 0387965351 : $75.00 LCCN: 87012815 Subjects--Topical Terms: Processus stochastiques.Brownian motion processes.Stochastic analysis Dewey Class. No.: 519.2 / K18b