Stochastic integration and differential equations a new approach

Stochastic integration and differential equations a new approach

書目詳細資料
主要作者: Protter, Philip E.
格式: 圖書
語言:English
出版: Berlin Springer-Verlag 1992.
版:2nd corr. print.
叢編:Applications of mathematics, 21
主題:
Stochastic integrals.
Martingales (Mathematics).
Stochastic differential relations.