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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Autor principal: Protter, Philip (Autor)
Autor corporatiu: SpringerLink (Online service)
Format: eBook
Idioma:English
Publicat: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 1990.
Edició:1st ed. 1990.
Col·lecció:Stochastic Modelling and Applied Probability, 21
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