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Martingales and Stochastic Integrals I
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This book provides an introduction to the rapidly expanding theory of stochastic integration and martingales. The treatment is close to that developed by the Fr
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Martingales And Stochastic Analysis
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This book is a thorough and self-contained treatise of martingales as a tool in stochastic analysis, stochastic integrals and stochastic differential equations.
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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