Brownian Motion and Stochastic Calculus / Ioannis Karatzas, Steven E. Shreve.

This book is designed for a graduate course in stochastic processes. It is written for the reader who is familiar with measure-theoretic probability and the theory of discrete-time processes who is now ready to explore continuous-time stochastic processes. The vehicle chosen for this exposition is B...

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Bibliographic Details

Online Access:	Full Text (via Springer)
Main Authors:	Karatzas, Ioannis (Author), Shreve, Steven E. (Author)
Format:	eBook
Language:	English
Published:	New York : Springer-Verlag, [1988]
Series:	Graduate texts in mathematics ; 113.
Subjects:	Brownian motion processes. Stochastic analysis. Mathematics. Distribution (Probability theory)