Stochastic integration and differential equations

Protter, Philip E

Stochastic integration and differential equations Philip E. Protter - 2nd ed - Berlin New York Springer c2004 - xiii, 415 p 25 cm - Applications of mathematics 21 .

3540003134

2003059169


Stochastic integrals
Martingales (Mathematics)
Stochastic differential equations

519.2

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