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. ISBN: 3540003134 LCCN: 2003059169 Nat. Bib. No.: GBA3-82467 Subjects--Topical Terms: Stochastic integrals.Martingales (Mathematics)Stochastic differential equations Dewey Class. No.: 519.22 / P967s