Stochastic integration and differential equations : a new approach

Title
  1. Stochastic integration and differential equations : a new approach / Philip Protter.
Published by
  1. Berlin ; New York : Springer-Verlag, c1990.
Author
  1. Protter, Philip

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FormatBook/TextAccessUse in libraryCall numberQA274.22.P76 1990Item locationOff-site

Details

Description
  1. x, 302 p.; 24 cm.
Series statement
  1. Applications of mathematics ; 21
Subject
  1. Martingales (Mathematics)
  2. Stochastic differential equations
  3. Stochastic integrals
Owning institution
  1. Princeton University Library
Bibliography (note)
  1. Includes bibliographical references and indexes.