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Brownian motion and stochastic calculus

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Detalhes bibliográficos
Main Authors:	Karatzas, Ioannis (Author), Shreve, Steven E (Author)
Formato:	Livro
Idioma:	inglês
Publicado em:	Nueva York Springer-Verlag 1991
Edição:	2a. ed
Colecção:	Graduate Texts in Mathematics, 113
Assuntos:	Análisis estocástico PROCESOS DE MOVIMIENTO BROWNIANO
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