Karatzas, Ioannis
Brownian motion and stochastic calculus / Ioannis Karatzas, Steve E. Shreve. - 2nd ed. - New York : Springer-Verlag , cop. 1991 . - XXII, 470 p. ; 24 cm. - (Graduate texts in mathematics) ; 113
ISBN 0-387-97655-8
Movimento browniano
Análise estocástica
LCC QA274.75
Brownian motion and stochastic calculus / Ioannis Karatzas, Steve E. Shreve. - 2nd ed. - New York : Springer-Verlag , cop. 1991 . - XXII, 470 p. ; 24 cm. - (Graduate texts in mathematics) ; 113
ISBN 0-387-97655-8
Movimento browniano
Análise estocástica
LCC QA274.75