
Essentials of Stochastic Processes
Richard Durrett
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A Practical Introduction
CRC Press · 1996
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Published by CRC Press in 1996, Stochastic Calculus: A Practical Introduction by Richard Durrett runs to 341 pages. It belongs to the Probability and stochastics series series.
Topics covered include Stochastic analysis, Brownian movements, Martingales (mathematics) and Stochastic Processes.
About the author: Richard Durrett (born 1951).