1MA051 · 5 hp · Avancerad nivå
Måtteori och stokastisk integration
Reading list valid from spring 2021
Retrieved from uu.se 14 Oct 2026 · View the original on uu.se
The latest list is from spring 2021 and may be out of date. Check with the course before buying.
Required reading
Huvudgrupp 1
Stochastic differential equations: an introduction with applications
Verified editionØksendal, Bernt · 6. ed. · Springer · 2003
ISBN 9783540047582 · print
As written on the list
Øksendal, Bernt, Stochastic differential equations: an introduction with applications, 6. ed., Berlin, Springer, 2003
Other reading (not marked as required)
Huvudgrupp 1
Continuous martingales and Brownian motion
Verified editionRevuz, Daniel; Yor, Marc · Corrected third printing of the third edition · 1999
ISBN 9783540643258 · print
As written on the list
Revuz, Daniel; Yor, Marc, Continuous martingales and Brownian motion, 3. ed., Berlin, Springer, cop. 1999
Brownian motion and stochastic calculus
Verified editionKaratzas, Ioannis; Shreve, Steven E. · 2. ed. · 1991
ISBN 9783540976554 · print
As written on the list
Karatzas, Ioannis; Shreve, Steven E., Brownian motion and stochastic calculus, 2. ed., Berlin, Springer, cop. 1991
Estimated cost
Required books
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Other books
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