Stochastic integration and differential equations

Author(s)

• Protter, Philip E.

Bibliographic Information

Stochastic integration and differential equations

Philip E. Protter

（Stochastic modelling and applied probability, 21）

Springer, c2010

2nd ed., version 2.1

• : pbk

Note

Bibliography: p. [397]-410

Includes index

Details

• NCID: BB05647779
• ISBN:
  • 9783642055607
• Country Code: gw
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Berlin
• Pages/Volumes: xiii, 419 p.
• Size: 24 cm
• Classification:
  • DC22 : 519.2
• Subject Headings:
  • LCSH : Stochastic integrals
  • LCSH : Martingales (Mathematics)
  • LCSH : Stochastic differential equations
• Parent Bibliography ID:
  • BA70424457