Stochastic analysis in discrete and continuous settings. With normal martingales.
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Publication:730785
DOI10.1007/978-3-642-02380-4zbMath1185.60005MaRDI QIDQ730785
Publication date: 1 October 2009
Published in: Lecture Notes in Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-02380-4
60H30: Applications of stochastic analysis (to PDEs, etc.)
60H05: Stochastic integrals
60-02: Research exposition (monographs, survey articles) pertaining to probability theory
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