I. Karatzas books & textbook
Applied Stochastic Analysis: Proceedings of a Us-French Workshop, Rutgers University, New Brunswick, N.J., April 29-May 2, 1991 (Lecture Notes in Control & Information Sciences)
Springer Verlag /1992-01-01 Paperback / 311 Pages
isbn-10: 0387552960 / isbn-13: 9780387552965
Numerical Solution of Stochastic Differential Equations (Applications of Mathematics)
Peter E. Kloeden Eckhard Platen A.V. Balakrishnan I. Karatzas Marc Yor
Springer Verlag /1992-01-01 Hardcover / 632 Pages
isbn-10: 0387540628 / isbn-13: 9780387540627