Stochastic integration and differential equations /
Protter, Philip E.
Stochastic integration and differential equations / Philip E. Protter - 2nd ed. - Berlin : Springer, 2004 - xiii, 415 p. ; 25 cm. - Applications of mathematics ; 21 .
Includes bibliographical references (p. [389]-401) and indexes
3540003134 RM315.66
Stochastic integrals
Martingales (Mathematics)
Stochastic differential equations
Stochastic integration and differential equations / Philip E. Protter - 2nd ed. - Berlin : Springer, 2004 - xiii, 415 p. ; 25 cm. - Applications of mathematics ; 21 .
Includes bibliographical references (p. [389]-401) and indexes
3540003134 RM315.66
Stochastic integrals
Martingales (Mathematics)
Stochastic differential equations
