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Brownian Motion and Stochastic Calculus (Graduate Texts in Mathematics, 113)?
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By popularity on Reddit, this product is:
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3 reviews of this product found across Reddit:
1 point
·
5th Feb 2022
Shreve's stochastic calc for finance I and II (Baby Shreve? Feels like the nomenclature should've caught on at some point...) texts were actually designed for an audience (MFE students) who aren't familiar with measure theory. I think they're excellent at what they do.
With that said, I'd imagine the probability theorists in the room went through Durrett/Billingsley/Resnick --> Oskendal/Bjork --> Shreve+Karatzas (this one) or similar.
1 point
·
19th Dec 2021
1 point
·
27th Dec 2020
If you're interested, check out Karatzas & Shreve for many different factoids about Brownian Motion:
https://www.amazon.com/Brownian-Stochastic-Calculus-Graduate-Mathematics/dp/0387976558
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