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.
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