Stochastic integration and differential equations : a new approach /

Protter, Philip E.

Stochastic integration and differential equations : a new approach / [Book] : Philip Protter. - New York : Springer-Verlag, c1990. - x, 302 p. ; 25 cm. - Applications of mathematics ; 21 .

All.

0387509968


Stochastic integrals.
Martingales (Mathematics)
Stochastic differential equations.

519.2