Stochastic integration and differential equations
Subtitle: a new approach
By: Philip Protter.
Series: Applications of mathematics ;; 21
Publisher: Springer-Verlag
Published: 1990
Place of publication: Berlin; New York
Language: eng
Number of pages: 302
Subjects: Stochastic integrals.; Martingales (Mathematics); Stochastic differential equations.
Notes: Includes bibliographical references (p. [285]-293)