Brownian Motion, Martingales, and Stochastic Calculus by Jean-Fran?ois Le Gall (
51,83 €
Gaussian variables and Gaussian processes. - Brownian motion. - Filtrations and martingales. - Continuous semimartingales. - Stochastic integration. - General theory of Markov processes. - Brownian motion and partial differential equations.
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