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Stochastic Integration and Stochastic Differential Equations

Small book cover: Stochastic Integration and Stochastic Differential Equations

Stochastic Integration and Stochastic Differential Equations
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Publisher: University of Texas
Number of pages: 643

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Written for graduate students of mathematics, physics, electrical engineering, and finance. The students are expected to know the basics of point set topology up to Tychonoff's theorem, general integration theory, and enough functional analysis to recognize the Hahn-Banach theorem.

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