Diffusions, Markov processes and martingales. Volume 2: Ito calculus.
Rogers, L C G.
Diffusions, Markov processes and martingales. Volume 2: Ito calculus. - Wiley 1987 - Wiley series in probability and mathematical statistics .
0471914827
Probability
Statistics and Applied Analysis
Brownian Motion
Central Limit Theory
Diffusions, Markov processes and martingales. Volume 2: Ito calculus. - Wiley 1987 - Wiley series in probability and mathematical statistics .
0471914827
Probability
Statistics and Applied Analysis
Brownian Motion
Central Limit Theory