Stochastic integration and differential equations

Stochastic integration and differential equations

Bibliografiske detaljer
Hovedforfatter: Protter, Philip E.
Format: Bog
Sprog:English
Udgivet: Berlin, New York Springer c2004.
Udgivelse:2nd ed.
Fag:
Stochastic integrals.
Martingales (Mathematics)
Stochastic differential equations.