Literature for
Stochastics 2
Link to the Homepage:
Stochastics 2
Karatzas, Ioannis
Brownian motion and stochastic calculus
Springer
2000
print:
GTM 113,2
e-book, ip-range MPI (1998)
e-book, ip-range UdS
Mörters, Peter
Brownian motion
Cambridge Univ. Press
2010
print:
MÖR p 2010:1 2.Ex
e-book, ip-range MPI
e-book, ip-range UdS
Williams, David
Probability with martingales
Cambridge Univ. Pr.
2007
print:
WIL d3 1991:1 1.Ex