Stochastic integration and differential equations

Author(s)

• Protter, Philip E.

Bibliographic Information

Stochastic integration and differential equations

Philip E. Protter

（Applications of mathematics, 21）

Springer, c2004

2nd ed

Note

Bibliography: p. [389]-401

Includes indexes

Details

• NCID: BA64037911
• ISBN:
  • 3540003134
• LCCN: 2003059169
• Country Code: gw
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Berlin ; Tokyo
• Pages/Volumes: xiii, 415 p.
• Size: 24 cm
• Subject Headings:
  • LCSH : Stochastic integrals
  • LCSH : Martingales (Mathematics)
  • LCSH : Stochastic differential equations
• Parent Bibliography ID:
  • BA00256802