Stochastic Integration and Differential Equations

by Philip E. 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 apparent simplicity of approach, none of these books has used the functional analytic method of presenting semimartingales...

• Format: Hardcover
• Language: English
• ISBN: 3540003134
• ISBN13: 9783540003137
• Release Date: October 2003
• Publisher: Springer
• Length: 415 Pages
• Weight: 1.65 lbs.
• Dimensions: 1.1" x 6.7" x 9.5"