book chapterSpringer financeApr 3, 2007Closed access

Brownian Motion and Stochastic Calculus

KIKaratzas, IoannisSSShreve, Steven E.
Indexed incrossref

Abstract

No abstract available for this paper.

Citation impact

7,834
total citations
FWCI
985.94
Percentile
100%
References
0
Citations per year

Authors

2
  • KI
    Karatzas, IoannisCorresponding
  • SS
    Shreve, Steven E.

Topics & keywords

Topics
Keywords
  • Brownian motion
  • Stochastic calculus
  • Probabilistic logic
  • Mathematical economics
  • Calculus (dental)
  • Mathematics
  • Stochastic process
  • Geometric Brownian motion
No related works found for this paper.