×

Stochastic integration. (English) Zbl 0463.60004

Probability and Mathematical Statistics. New York etc.: Academic Press (A Subsidiary of Harcourt Brace Jovanovich, Publishers). xii, 196 p. $ 25.00 (1980).

MSC:

60-02 Research exposition (monographs, survey articles) pertaining to probability theory
60H05 Stochastic integrals
60G44 Martingales with continuous parameter
60H15 Stochastic partial differential equations (aspects of stochastic analysis)