Research Catalog

Stochastic integration and differential equations : a new approach

Title
Stochastic integration and differential equations : a new approach / Philip Protter.
Author
Protter, Philip E.
Publication
Berlin ; New York : Springer-Verlag, ©1990.

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StatusFormatAccessCall NumberItem Location
TextUse in library QA274.22 .P76 1990Off-site

Details

Description
x, 302 pages; 25 cm.
Series Statement
Applications of mathematics ; 21
Uniform Title
Applications of mathematics ; 21.
Subject
  • Stochastic integrals
  • Martingales (Mathematics)
  • Stochastic differential equations
  • Differentialgleichung
  • Stochastisches Integral
  • Integralen
  • Martingalen
  • Stochastische differentiaalvergelijkingen
  • Stochastic integral equations
  • Intégrales stochastiques
  • Martingales (mathématiques)
  • Équations différentielles stochastiques
Bibliography (note)
  • Includes bibliographical references and indexes.
ISBN
  • 0387509968
  • 9780387509969
  • 3540509968
  • 9783540509967
LCCN
89026265
OCLC
  • ocm20796496
  • 20796496
  • SCSB-1743059
Owning Institutions
Princeton University Library