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| Chapter title |
Stochastic Differential Equations
|
|---|---|
| Chapter number | 5 |
| Book title |
Brownian Motion and Stochastic Calculus
|
| Published by |
Springer New York, January 1998
|
| DOI | 10.1007/978-1-4612-0949-2_5 |
| Book ISBNs |
978-0-387-97655-6, 978-1-4612-0949-2
|
| Authors |
Ioannis Karatzas, Steven E. Shreve |