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Readership: Graduates and researchers in Mathematics, Statistics, Probability, Mathematical Finance, and Economics
Peter Medvegyev, Budapest University of Economic Sciences
1: Stochastic processes 2: Stochastic integration with locally square-integrable martingales 3: The structure of local martingales 4: General theory of stochastic integration 5: Some other theorems 6: Ito's formula 7: Processes with independent increments Appendices A: Results from measure theory B: Wiener processes C: Poisson processes
