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Book Reviews

Stochastic Integration

Pages 209-210 | Published online: 23 Mar 2012

REFERENCES

  • Gihman , I. I. and Skorohod , A. V. 1974 . The Theory of Stochastic Processes I New York : Springer-Verlag. .
  • Ito , K. 1961 . Lectures on Stochastic Processes Bombay : Tata Institute of Fundamental Research. .
  • McKean , H. P. Jr. 1969 . Stochastic Integrals New York : Academic Press. .
  • McShane , E. J. 1974 . Stochastic Calculus and Stochastic Models New York : Academic Press. .
  • Meyer , P. A. 1976 . Un Cours sur les Intégrales Stochastiques New York : Springer-Verlag. .

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