Stochastic integration and differential equations/
Protter, Philip E.
Stochastic integration and differential equations/ Philip E. Protter. - 2nd ed. - Berlin; New York: Springer, c2004. - xiii, 415 p.; 25 cm. - Applications of mathematics; 21 .
Includes bibliographical references (p. [389]-401) and indexes.
3540003134
2003059169
GBA3-82467
Stochastic integrals.
Martingales (Mathematics)
Stochastic differential equations
519.22 / P967s
Stochastic integration and differential equations/ Philip E. Protter. - 2nd ed. - Berlin; New York: Springer, c2004. - xiii, 415 p.; 25 cm. - Applications of mathematics; 21 .
Includes bibliographical references (p. [389]-401) and indexes.
3540003134
2003059169
GBA3-82467
Stochastic integrals.
Martingales (Mathematics)
Stochastic differential equations
519.22 / P967s