Stochastic integration and differential equations
Subtitle: a new approach
By: Philip Protter.
Edition: 2nd corr. print.
Series: Applications of mathematics ;; 21
Publisher: Springer-Verlag; Springer
Published: 1992
Place of publication: Berlin; New York
Language: eng
Number of pages: 302
Subjects: Stochastic integrals.; Martingales (Mathematics); Stochastic differential equations.
Notes: Includes bibliographical references and indexes.