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Brownian motion : a graduate course in stochastic processes

by Ioannis Karatzas and Steven E. Shreve. / "June 1985." This report constitutes the first three chapters of a book to be published by Springer-Verlag. / Includes bibliography. / ARO Grant DAAG-29-84-K-005

Identiferoai:union.ndltd.org:MIT/oai:dspace.mit.edu:1721.1/3487
Date January 1985
ContributorsKaratzas, Ioannis., Shreve, Steven E., Massachusetts Institute of Technology. Laboratory for Information and Decision Systems.
PublisherLaboratory for Information and Decision Systems, Massachusetts Institute of Technology
Source SetsM.I.T. Theses and Dissertation
LanguageEnglish
Detected LanguageEnglish
Format1 v., various pagings, 18704533 bytes, application/pdf
RelationLIDS-R ; 1485

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