Book
Introduction to Stochastic Integration
Focusing on stochastic integration, this book provides an introduction to the Ito calculus, and covers the following topics: Constructions of Brownian motion; Stochastic integrals for Brownian motion and martingales; The Ito formula; Multiple Wiener-Ito integrals; Stochastic differential equations; and more. «
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ISBN
9780387287201
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