Stochastic Integration and Differential Equations : a New Approach /

This book is quite different from others on the subject in that it presents a rapid introduction to the modern semimartingale theory of stochastic integration and differential equations, without first having to treat the beautiful but highly technical "general theory of processes". The aut...

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Bibliographic Details

Main Author:	Protter, Philip
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	Berlin, Heidelberg : Springer Berlin Heidelberg, 1990.
Series:	Applications of mathematics ; 21.
Subjects:	Mathematics. Global analysis (Mathematics) Distribution (Probability theory) Engineering mathematics. Electronic books.
Online Access:	Connect to the full text of this electronic book