Brownian motion martingales and stochastic calculus
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Publication:444329
DOI10.1007/978-3-642-31898-6zbMath1291.60002OpenAlexW635660397MaRDI QIDQ444329
Publication date: 14 August 2012
Published in: Mathématiques \& Applications (Berlin) (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-31898-6
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Brownian motion (60J65) Martingales with continuous parameter (60G44) Stochastic integrals (60H05)
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