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Brownian Motion and Stochastic Calculus

Ioannis Karatzas, Steven E. Shreve
DOI: 10.1007/978-1-4684-0302-2
Graduate texts in mathematics

Data up to Jan 2025

Published1988
Citations1,489
References0
Fields
MathematicsComputer sciencePhilosophyMedicinePhysicsMathematical economicsApplied mathematicsStatistical physics

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