Stochastic integration and differential equations /

It has been 15 years since the first edition of Stochastic Integration and Differential Equations, A New Approach appeared, and in those years many other texts on the same subject have been published, often with connections to applications, especially mathematical finance. Yet in spite of the appare...

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Bibliographic Details

Main Author:	Protter, Philip E.
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	Berlin ; New York : Springer, [2004]
Edition:	Second edition.
Series:	Applications of mathematics ; 21.
Subjects:	Stochastic integrals. Martingales (Mathematics) Stochastic differential equations. Stochastische Differentialgleichung. Martingal. Stochastisches Integral. Electronic books.
Online Access:	Connect to the full text of this electronic book