Jean-François Le Gall Brownian Motion, Martingales, and Stochastic Calculus

Produktbeskrivelse

This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales. 1 Hardback 1 Tables, color; 1 Illustrations, color; 4 Illustrations, black and white; XIII, 273 p. 5 illus., 1 illus. in color.

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