Stochastic integration and differential equations

Stochastic integration and differential equations

Detaylı Bibliyografya
Yazar: Protter, Philip E.
Materyal Türü: Kitap
Dil:English
Baskı/Yayın Bilgisi: Berlin, New York Springer c2004.
Edisyon:2nd ed.
Konular:
Stochastic integrals.
Martingales (Mathematics)
Stochastic differential equations.