Ioannis Karatzas, Steven E. Shreve Brownian Mot... -

Brownian Motion and Stochastic Calculus | Springer Nature Link

: Rigorous development of the Itô integral for continuous local martingales and the derivation of Itô's formula . Ioannis Karatzas, Steven E. Shreve Brownian Mot...

: Exploration of weak and strong solutions for Stochastic Differential Equations (SDEs) and their connections to Partial Differential Equations (PDEs). Brownian Motion and Stochastic Calculus | Springer Nature