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Brownian Motion Calculus by Ubbo F. Wiersema (Paperback, 2008)

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By Ubbo F. Wiersema. It is intended as an accessible introduction to the technical literature. That exposition is based on the easily understood discrete random walk. The next topic is Ito's formula for evaluating stochastic integrals; it is the random process counter part of the well known Taylor formula for functions in ordinary calculus.