Brownian Motion, Martingales, and Stochastic Calculus. 1st ed. 2016, Hardback

This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales.

• Publisher: Springer International Publishing AG
• Author(s): Jean-Francois Le Gall
• Illustration(s): 1 Tables, color; 1 Illustrations, color; 4 Illustrations, black and white; XIII, 273 p. 5 illus., 1 illus. in color.
• Number of pages: 273
• Collection: Graduate Texts in Mathematics
• Publication date: 2016
• Dimensions: 241 x 162 x 22
• Cover type: Hardback