Stochastic integration and differential equations

Stochastic integration and differential equations

Bibliografski detalji
Glavni autor: Protter, Philip E.
Format: Knjiga
Jezik:English
Izdano: Berlin, New York Springer c2004.
Izdanje:2nd ed.
Teme:
Stochastic integrals.
Martingales (Mathematics)
Stochastic differential equations.