Stochastic integration and differential equations :
Protter, Philip E.
Stochastic integration and differential equations : a new approach / Philip Protter. - New York : Springer-Verlag, 1995. - x, 302 p. : ill. ;
Stochastic integrals.
Martingales (Mathematics)
Stochastic differential equations.
Stochastic integration and differential equations
519.218 / PRO
Stochastic integration and differential equations : a new approach / Philip Protter. - New York : Springer-Verlag, 1995. - x, 302 p. : ill. ;
Stochastic integrals.
Martingales (Mathematics)
Stochastic differential equations.
Stochastic integration and differential equations
519.218 / PRO