McKean, Henry P.

Stochastic integrals - Providence, R.I. : AMS Chelsea Pub., 2005. - 1 online resource (xiii, 141 p.) - AMS Chelsea Publishing, v. 353 .

Originally published: New York : Academic Press, 1969, in series: Probability and mathematical statistics, a series of monographs and textbooks, 5.

Includes bibliographical references (p. 133-138) and index.

9781470430290 (online)


Brownian movements.
Stochastic integrals.