Stochastic Integration and Differential Equations A New Approach

Stochastic Integration and Differential Equations A New Approach / by Philip Protter.

The idea of this book began with an invitation to give a course at the Third Chilean Winter School in Probability and Statistics, at Santiago de Chile, in July, 1984. Faced with the problem of teaching stochastic integration in only a few weeks, I realized that the work of C. Dellacherie [2] provide...

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Bibliographic Details
Main Author: Protter, Philip (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 1990.
Edition:1st ed. 1990.
Series:Stochastic Modelling and Applied Probability, 21
Springer eBook Collection.
Subjects:
Probabilities.
Mathematical analysis.
Analysis (Mathematics).
Applied mathematics.
Engineering mathematics.
Electronic resources (E-books)
Online Access:Click to view e-book
Holy Cross Note:Loaded electronically.
Electronic access restricted to members of the Holy Cross Community.
Table of Contents:
  • I Preliminaries
  • II Semimartingales and Stochastic Integrals
  • III Semimartingales and Decomposable Processes
  • IV General Stochastic Integration and Local Times
  • V Stochastic Differential Equations
  • References.

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