Stochastic integration and differential equations

著者

• Protter, Philip E.

書誌事項

Stochastic integration and differential equations

Philip E. Protter

（Stochastic modelling and applied probability, 21）

Springer, 2005

2nd ed., version 2.1

注記

"2nd edition. corrected 3rd printing 2005" -- t.p. verso

Includes bibliographical references and indexes

詳細情報

• NII書誌ID(NCID): BA74444762
• ISBN:
  • 3540003134
• LCCN: 2003059169
• 出版国コード: gw
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Berlin ; Tokyo
• ページ数/冊数: xiii, 419 p.
• 大きさ: 24 cm
• 件名:
  • LCSH : Stochastic integrals
  • LCSH : Martingales (Mathematics)
  • LCSH : Stochastic differential equations
• 親書誌ID:
  • BA70424457