Provides a concise and rigorous presentation of stochastic integration and stochastic calculus for continuous semimartingales Presents major applications of stochastic calculus to Brownian motion and related stochastic processes Includes important aspects of Markov processes with applications to stochastic differential equations and to connections with partial differential equations
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Provides a concise and rigorous presentation of stochastic integration and stochastic calculus for continuous semimartingales Presents major applications of stochastic calculus to Brownian motion and related stochastic processes Includes important aspects of Markov processes with applications to stochastic differential equations and to connections with partial differential equations
Read Less
