519.2 / P946s2
Protter, Philip E.
Stochastic integration and differential equations
/ Philip E. Protter
.- 2nd ed.
.- Germany: Springer, 2010
.- xiii, 419p..
.- ( Stochastic modelling and applied probability formally : applications of mathematics
** / edited by B. Rozovskii; no.21 )
ISBN: 9783642055607
Subject Headings:
Stochastic integrals;
Martingales (Mathematics);
Stochastic differential equations;
Copy Details:
Acc. No.: A184090, Full Call No.: 519.2 P946s2, Item type: Books , Location: General Stacks,
------------------------- --------------------- ------ --------- ------- ------- --------- --------