Stochastic Integration and Differential Equations
Subtitle: A New Approach (Applications of Mathematics)
Edition: 1st ed. 1990. 3rd printing edition
Publisher: Springer
Published: April 21, 1995
Language: eng
Format: Hardcover
Number of pages: 302
ISBN-13: 9783540509967
Subjects: Probability & statistics; Stochastics; Applied; Mathematical Analysis; Probability & Statistics - General; Local Time; Mathematics / Statistics; Semimartingal; Semimartingale; Stochastic Differential Integrations; Stochastic Integration; Stochastische Integration; stochastische Differentialgleichungen; Mathematics