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Own favorite source on stochastic calculus: Eugene Wong, {\it Stochastic Processes in Information and Dynamical Systems,\/} McGraw-Hill,
by graycat 2y ago
Own favorite source on stochastic
calculus:
Eugene Wong,
{\it Stochastic Processes in Information and
Dynamical Systems,\/}
McGraw-Hill,
New York,
1971.\ \
- paulfharrison 2y agoThanks for this. Despite the vintage this seems very clearly written, the introductory material on measure theory has already made it worthwhile for me.