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Karatzas, Ioannis.
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Brownian motion and stochastic calculus /
Karatzas, Ioannis.
1997
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...Brownian
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...
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2
Book
Brownian motion and stochastic calculus.
Karatzas, Ioannis.
1987
Subject (ZB):
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...Brownian
motion
...
”
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Karatzas, Ioannis.
Shreve, Steven E.
2
Subject
Brownian motion
2
Markov process
2
stochastic differential equation
2
stochastic method
2
Dirichlet problem
1
martingale
1
Classification
MWB - Stochastic processes
2
PCF - Fluctuations - Brownian motion, noise
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