**Introduction to Stochastic Analysis**

by Michael Roeckner

**Publisher**: Universitaet Bielefeld 2011**Number of pages**: 98

**Description**:

From the table of contents: Introduction to Pathwise Ito-Calculus; (Semi-)Martingales and Stochastic Integration; Markov Processes and Semigroups - Application to Brownian Motion; Girsanov Transformation; Time Transformation.

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