Karatzas, Ioannis

Brownian motion and stochastic calculus / - 2nd ed. - New York: Springer-Verlag, 2000 - xxiii, 470p. Bibl. Index. - Graduate texts in mathematics ; 113 . - .

"Purchased under NBHM grant for the year 2001-2002"

3540976558

519.21 / K18.BM