Durrett, Richard, 1951-

Stochastic calculus : a practical introduction / Richard Durrett - Boca Raton : CRC, 1996 - vi, 341 p. ; 24 cm. - Probability and stochastics series .

Rev. ed. of: Brownian motion and martingales in analysis. c1984.

Includes bibliographical references (p. [335]-338) and index

0849380715 (acid-free paper) RM357.58

96-024642


Stochastic analysis