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Type: BOOK - Published: 2016-04-28 - Publisher: Springer

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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 semimar
Brownian Motion and Stochastic Calculus
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A graduate-course text, written for readers familiar with measure-theoretic probability and discrete-time processes, wishing to explore stochastic processes in
Continuous Martingales and Brownian Motion
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"This is a magnificent book! Its purpose is to describe in considerable detail a variety of techniques used by probabilists in the investigation of problems con
Stochastic Calculus and Financial Applications
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Stochastic calculus has important applications to mathematical finance. This book will appeal to practitioners and students who want an elementary introduction
Brownian Motion
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Brownian motion is one of the most important stochastic processes in continuous time and with continuous state space. Within the realm of stochastic processes,