×

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).

MSC:

60H05 Stochastic integrals
60G48 Generalizations of martingales
60-02 Research exposition (monographs, survey articles) pertaining to probability theory