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Pre-Owned Graduate Texts in Mathematics Brownian Motion Martingales and Stochastic Calculus Book 274 (Hardcover)

Pre-Owned Graduate Texts in Mathematics Brownian Motion Martingales and Stochastic Calculus Book 274 (Hardcover)

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 ItÃ´ s formula the optional...

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