Brownian Motion, Martingales, and Stochastic Calculus (Graduate Texts in Mathematics, 274)
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Brownian Motion, Martingales, and Stochastic Calculus (Graduate Texts in Mathematics, 274)

by Jean-François Le Gall

Mathematics Probability Stochastic Processes
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Graduate text covering Brownian motion, martingales, and stochastic calculus in a rigorous mathematical framework.

About This Book

This text presents core concepts of stochastic processes at the graduate level.

Topics include Brownian motion, martingale theory, and stochastic calculus.

The book is part of the Graduate Texts in Mathematics series.

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