Chung, K. L.; Williams, R. J. Introduction to stochastic integration. (English) Zbl 0527.60058 Progress in Probability and Statistics, 4. Boston-Basel-Stuttgart: Birkhäuser. XIII, 191 p. DM 56.00 (1983). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 4 ReviewsCited in 61 Documents MSC: 60H05 Stochastic integrals 60G48 Generalizations of martingales 60-02 Research exposition (monographs, survey articles) pertaining to probability theory Keywords:stochastic integrals; local martingales; Doleans measure; Ito’s formula; diverse applications; local time; Schrödinger equation Citations:Zbl 0191.466; Zbl 0464.60001; Zbl 0463.60004 PDF BibTeX XML OpenURL