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