Brownian Motion, Martingales, and Stochastic Calculus. 1st ed. 2016, Hardback/Jean-Francois Le Gall

This book offers a rigorous and self-contained presentation of stochastic integration and stochastic calculus within the general framework of continuous semimartingales. Publisher: Springer International Publishing AG Author(s): Jean-Francois Le Gall Illustration(s): 1 Tables, color; 1 Illustrations, color; 4 Illustrations, black and white; XIII, 273 p. 5 illus., 1 illus. in color. Number of pages: 273 Collection: Graduate Texts in Mathematics Publication date: 2016 Dimensions: 241 x 162 x 22 Cover type: Hardback