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Found 1 from your keywords: author=GALL, Jean-Francois Le
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Brownian Motion, Martingales, and Stochastic Calculus
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GALL, Jean-Francois Le

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 Itô’s formula, the optional stopping theorem and Girsanov’s theorem, are treated in detail alongside many illustrative examples. The book also contains an introduction to Ma…

Edition
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ISBN/ISSN
978-3-319-31089-3
Collation
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Series Title
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Call Number
510