Brownian Motion, Martingales, and Stochastic Calculus - Graduate Texts in Mathematics - Jean-Francois Le Gall - Books - Springer International Publishing AG - 9783319310886 - May 9, 2016
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Brownian Motion, Martingales, and Stochastic Calculus - Graduate Texts in Mathematics 1st ed. 2016 edition

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This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales.


273 pages, 4 black & white illustrations, 1 colour illustrations, 1 colour tables, biography

Media Books     Hardcover Book   (Book with hard spine and cover)
Released May 9, 2016
ISBN13 9783319310886
Publishers Springer International Publishing AG
Pages 273
Dimensions 162 × 241 × 22 mm   ·   554 g
Language English  

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