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Dorothy Seymour Mills, Harold Seymour
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113
by Karatzas I.
Springer · 1991
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Brownian Motion and Stochastic Calculus: 113 is written by Karatzas I.. This edition from Springer (1991) has 1895 pages. The work was first published in 1988. The book is part of the Graduate texts in mathematics series.
Topics covered include Brownian motion processes, Stochastic analysis, Brownsche Bewegung and Processus stochastique.