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Zbl 0734.60060
Karatzas, Ioannis; Shreve, Steven E.
Brownian motion and stochastic calculus. 2nd ed. (English)
[B] Graduate Texts in Mathematics, 113. New York etc.: Springer-Verlag. xxiii, 470 p. DM 68.00/pbk (1991). ISBN 0-387-97655-8/pbk

The book under review is an almost unchanged softcover edition of the first (hardcover) edition of 1988 (Zbl 0638.60065). The bibliography has been updated.
[M.Scheutzow (Berlin)]

MSC 2000:: *60Hxx Stochastic analysis
60J65 Brownian motion
60-02 Research monographs (probability theory)
60J55 Additive functionals

Keywords: Brownian motion; semimartingales related to the Brownian motion; Doob- Meyer decomposition; Haar functions; Girsanov theorem; local time; Feynman-Kac formula; stochastic differential equations; comparison of solutions; martingale problem

Citations: Zbl 0638.60065

Cited in: Zbl pre05644693 Zbl 0921.34057 Zbl 0926.60002

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	Elementary number theory. Primes, congruences, and secrets.

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