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Stochastic Calculus

See also

Black-Scholes Theory, Malliavin Calculus, Quantum Stochastic Calculus, Wiener Process

References

Durrett, R. Stochastic Calculus: A Practical Introduction. Boca Raton, FL: CRC Press, 1996.Kendall, W. S. "Stochastic Integrals and Their Expectations." Mathematica J. 9, 757-767, 2005.