TY  - DATA
AU  - Le Gall, J. F.
TI  - Brownian motion martingales and stochastic calculus
T2  - Graduate texts in mathematics,
SN  - 9783319310893 (E-book)
AV  - QA 274.75 L43B 2016
PY  - 2016///
CY  - Cham, Switzerland
PB  - Springer
KW  - BROWNIAN MOTION PROCESSES
KW  - MARTINGALES (MATHEMATICS)
KW  - STOCHASTIC ANALYSIS
KW  - CALCULUS
N1  - Translated from the French edition published : Berlin : Springer, 2013; Includes bibliographical references and index; Gaussian variables and Gaussian processes -- Brownian motion -- Filtrations and martingales -- Continuous semimartingales -- Stochastic integration -- General theory of Markov processes -- Brownian motion and partial differential equations -- Stochastic differential equations -- Local times -- The monotone class lemma -- Discrete martingales -- References
UR  - https://drive.google.com/file/d/1J13mQ6W5di5NkKtUI19PrjQAYvdNB7EI/view?usp=sharing
ER  -