Stochastic Integration and Differential Equations: A New Approach
A rigorous treatment of stochastic integration and differential equations, presenting modern methods for advanced study in probability and analysis.
About This Book
This book presents a new approach to stochastic integration and differential equations.
It is intended for readers with a background in probability and analysis.
The text emphasizes rigorous mathematical development of the subject.
Topics include martingales, semimartingales, and stochastic calculus.
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