karatzas.shreve:91:brownian¶
BibTeX Entry:
@book{karatzas.shreve:91:brownian,
author = {Karatzas, Ioannis and Shreve, Steven E.},
doi = {10.1007/978-1-4612-0949-2},
edition = {Second},
isbn = {0-387-97655-8},
mrclass = {60J65 (35K99 35R60 60G44 60H10 60J60)},
mrnumber = {1121940},
pages = {xxiv+470},
publisher = {Springer-Verlag, New York},
series = {Graduate Texts in Mathematics},
title = {Brownian motion and stochastic calculus},
url = {https://doi.org/10.1007/978-1-4612-0949-2},
volume = {113},
year = {1991}
}