Stochastic Integration and Differential Equations

Stochastic Integration and Differential Equations by Philip Protter.

It has been 15 years since the first edition of Stochastic Integration and Differential Equations, A New Approach appeared, and in those years many other texts on the same subject have been published, often with connections to applications, especially mathematical finance. Yet in spite of the appare...

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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, 2005.
Edition:2nd ed. 2005.
Series:Stochastic Modelling and Applied Probability, 21
Springer eBook Collection.
Subjects:
Probabilities.
Mathematical analysis.
Analysis (Mathematics).
Partial differential equations.
Applied mathematics.
Engineering mathematics.
Electronic resources (E-books)
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