Stochastic integration and differential equations :
Protter, Philip E.
Stochastic integration and differential equations : a new approach / Philip Protter. - 2nd corr. print. - Berlin ; New York : Springer-Verlag, 1992. - x, 302 p. : ill. ; 24 cm. - Applications of mathematics ; 21 .
Includes bibliographical references and indexes.
0387509968 (New York : alk. paper) 3540509968 (Berlin : alk. paper)
92026019
Stochastic integrals.
Martingales (Mathematics)
Stochastic differential equations.
QA274.22 / .P76 1992
519.2
Stochastic integration and differential equations : a new approach / Philip Protter. - 2nd corr. print. - Berlin ; New York : Springer-Verlag, 1992. - x, 302 p. : ill. ; 24 cm. - Applications of mathematics ; 21 .
Includes bibliographical references and indexes.
0387509968 (New York : alk. paper) 3540509968 (Berlin : alk. paper)
92026019
Stochastic integrals.
Martingales (Mathematics)
Stochastic differential equations.
QA274.22 / .P76 1992
519.2