Le Gall, J. F.

Brownian motion, martingales, and stochastic calculus/ Jean-François Le Gall. - xiii, 273 pages: illustrations; 24 cm. - Graduate texts in mathematics; 274 . - Graduate texts in mathematics; 274. .

Translated from the French edition published: Berlin: Springer, 2013.

Includes bibliographical references and index.

9783319310886 3319310887

2016938909


Brownian motion processes.
Martingales (Mathematics)
Stochastic analysis
Calculus

519.23 / L433b