Stochastic integration and differential equations

Stochastic integration and differential equations

書目詳細資料
主要作者: Protter, Philip E.
格式: 圖書
語言:English
出版: Berlin, New York Springer c2004.
版:2nd ed.
主題:
Stochastic integrals.
Martingales (Mathematics)
Stochastic differential equations.