This highly readable introduction to stochastic integration and stochastic differential equations combines developments of the basic theory with applications. It is a softcover reprint of a classic, graduate-level textbook. Includes exercises.

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Articles li�s � Introduction to Stochastic Integration (Modern Birkh�user...

Introduction to Stochastic Integration (Modern Birkh�user Classics)

K.L. Lai Chung, R.J. Williams

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