Stochastic Integration and Differential Equations: A New Approach (Applications of Mathematics)

by Philip E. Protter and Janick Bergeron

An introduction to the subject, requiring some knowledge of the theory of stochastic processes, including elementary martingale theory. The new approach considers semimartingales as good integrators... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 0387509968
• ISBN13: 9780387509969
• Release Date: September 2008
• Publisher: Springer Verlag
• Length: 440 Pages
• Weight: 1.40 lbs.
• Dimensions: 9.8" x 0.8" x 6.3"