**Stochastic Integration and Stochastic Differential Equations**

by Klaus Bichteler

**Publisher**: University of Texas 2002**Number of pages**: 643

**Description**:

Written for graduate students of mathematics, physics, electrical engineering, and finance. The students are expected to know the basics of point set topology up to Tychonoff's theorem, general integration theory, and enough functional analysis to recognize the Hahn-Banach theorem.

Download or read it online for free here:

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(DVI/PS/PDF)

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