Stochastic integration and differential equations

Stochastic integration and differential equations

Détails bibliographiques
Auteur principal: Protter, Philip E.
Format: Livre
Langue:English
Publié: Berlin, New York Springer c2004.
Édition:2nd ed.
Sujets:
Stochastic integrals.
Martingales (Mathematics)
Stochastic differential equations.