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Brownian Motion, Martingales, and Stochastic Calculus (3, 2016) | Jean-Francois Le Gall,Jean-François Le Gall
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Springer International Publishing AGerhvervsliv og ledelse
This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales. The main tools of stochastic calculus, including Itô''s formula, the optional stoppin
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