This highly readable introduction to stochastic integration and stochastic differential equations combines developments of the basic theory with applications. It is a softcover reprint of a classic, graduate-level textbook. Includes exercises.

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"An attractive text...written in [a] lean and precise style...eminently readable. Especially pleasant are the care and attention devoted to details... A very fine book."

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Introduction to Stochastic Integration

Chung, Kai Lai; Williams, Ruth J.

Used - Soft cover

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