Stochastic integration and differential equations : a new approach

Author(s)

• Protter, Philip E.

Bibliographic Information

Stochastic integration and differential equations : a new approach

Philip Protter

（Applications of mathematics, 21）

Springer-Verlag, 1992, c1990

2nd, corrected printing

• : gw
• : us

Note

Bibliography: p. [285]-293

Includes indexes

Details

• NCID: BA19933393
• ISBN:
  • 3540509968
  • 0387509968
• LCCN: 92026019
• Country Code: gw
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Berlin ; Tokyo
• Pages/Volumes: x, 302 p.
• Size: 25 cm
• Classification:
  • LCC : QA274.22
  • DC20 : 519.2
  • NDC8 : 417.1
• Subject Headings:
  • LCSH : Integrals, Stochastic
  • LCSH : Martingales (Mathematics)
  • LCSH : Stochastic differential equations
• Parent Bibliography ID:
  • BA00256802