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: 470
Edition: 2nd ed. 1991. Corr. 8th printing
Publisher: Springer
Published: 16 Aug 1991
ISBN 10: 0387976558
ISBN 13: 9780387976556