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" Stochastic Integration and Differential Equations : "
Philip E. Protter
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BL
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| Record Number
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730308
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b550070
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| Main Entry
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Philip E. Protter
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| Title & Author
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Stochastic Integration and Differential Equations : : Version 2.1\ Philip E. Protter
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| Edition Statement
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2., nd ed. 2003. corr. 3rd printing. Softcover version of original hardcover edition 2003
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| Publication Statement
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Berlin Springer, 2010
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| Page. NO
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XIII, 419 Seiten 235 x 155 mm
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| ISBN
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3642055605
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: 9783642055607
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| Contents
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I Preliminaries.- II Semimartingales and Stochastic Integrals.- III Semimartingales and Decomposable Processes.- IV General Stochastic Integration and Local Times.- V Stochastic Differential Equations.- VI Expansion of Filtrations.- References.
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| Added Entry
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Philip E Protter
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