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