Stochastic calculus : a practical introduction / Richard Durrett.
Uniform Title: | Probability and stochastics series.
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Main Author: | |
Language: | English |
Published: |
Boca Raton :
CRC Press,
[1996], ©1996.
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Series: | Probability and stochastics series.
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Subjects: | |
Physical Description: | vi, 341 pages ; 24 cm. |
Format: | Book |
Note: | Revised edition of: Brownian motion and martingales in analysis. c1984. |
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Call Number: | QA274.75 .D87 1996 |
Bibliography Note: | Includes bibliographical references (pages [335]-338) and index. |
ISBN: | 0849380715 (acid-free paper) |