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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Главный автор: Protter, Philip (Автор)
Соавтор: SpringerLink (Online service)
Формат: eКнига
Язык:English
Опубликовано: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2005.
Редактирование:2nd ed. 2005.
Серии:Stochastic Modelling and Applied Probability, 21
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Online-ссылка:Click to view e-book
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