Research Catalog

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, ©1990.
Author
  1. Protter, Philip E.

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

Details

Description
  1. x, 302 pages; 25 cm.
Series statement
  1. Applications of mathematics ; 21
Uniform title
  1. Applications of mathematics ; 21.
Subject
  1. Stochastic integrals
  2. Martingales (Mathematics)
  3. Stochastic differential equations
  4. Differentialgleichung
  5. Stochastisches Integral
  6. Integralen
  7. Martingalen
  8. Stochastische differentiaalvergelijkingen
  9. Stochastic integral equations
  10. Intégrales stochastiques
  11. Martingales (mathématiques)
  12. Équations différentielles stochastiques
Owning institution
  1. Princeton University Library
Bibliography (note)
  1. Includes bibliographical references and indexes.