"Et moi ... - si j'avait su comment en revenir. One service mathematics has rendered the je n'y serais poin t aile.' human race. It has put common sense back Ju

This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of

Initially the theory of convergence in law of stochastic processes was developed quite independently from the theory of martingales, semimartingales and stochas