Title Stochastic integration and differential equations : a new approach / Philip Protter

Published Berlin ; New York : Springer-Verlag, [1990] ©1990

Copies

Location	Call no.	Vol.	Availability
MELB	519.2 Pro/Sia		AVAILABLE

Description x, 302 pages ; 25 cm Series Applications of mathematics ; 21 Applications of mathematics ; 21 Bibliography Includes bibliographical references (pages [285]-293) Subject Martingales (Mathematics) Stochastic differential equations. Stochastic integrals. LC no. 89026265 ISBN 0387509968

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