Stochastic integration and differential equations
By: Philip E. Protter.
Edition: 2nd ed.
Series: Applications of mathematics,; 21
Publisher: Springer
Published: 2004
Place of publication: Berlin; New York
Language: eng
Number of pages: 415
Subjects: Stochastic integrals; Martingales (Mathematics); Stochastic differential equations
Notes: Includes bibliographical references (p. [389]-401) and indexes.