by Steven Shreve (Author), Ioannis Karatzas (Author)
A graduate-course text, written for readers familiar with measure-theoretic probability and discrete-time processes, wishing to explore stochastic processes in continuous time.
Format: Paperback
Pages: 493
Edition: 2nd Corrected ed. 1998. Corr. 6th printing 2004
Publisher: Springer
Published: 25 Aug 1991
ISBN 10: 0387976558
ISBN 13: 9780387976556