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Introduction to stochastic calculus. (English) Zbl 1416.60009
Texts and Readings in Mathematics 76. New Delhi: Hindustan Book Agency (ISBN 978-93-86279-72-9/hbk). xiii, 441 p. (2018).
See the review of the Springer edition in [Zbl 1434.60003].
MSC:
60-02 Research exposition (monographs, survey articles) pertaining to probability theory
60G48 Generalizations of martingales
60H05 Stochastic integrals
60H10 Stochastic ordinary differential equations (aspects of stochastic analysis)
60H15 Stochastic partial differential equations (aspects of stochastic analysis)
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