Stochastic Integration and Differential Equations: A New Approach

✍ Scribed by Philip Protter (auth.)

Publisher: Springer Berlin Heidelberg
Year: 1990
Tongue: English
Leaves: 311
Series: Applications of Mathematics 21
Category: Library

No coin nor oath required. For personal study only.

✦ Table of Contents

Front Matter....Pages I-X
Introduction....Pages 1-2
Preliminaries....Pages 3-42
Semimartingales and Stochastic Integrals....Pages 43-86
Semimartingales and Decomposable Processes....Pages 87-122
General Stochastic Integration and Local Times....Pages 123-186
Stochastic Differential Equations....Pages 187-284
Back Matter....Pages 285-302

✦ Subjects

Probability Theory and Stochastic Processes; Analysis; Appl.Mathematics/Computational Methods of Engineering

📜 SIMILAR VOLUMES

Stochastic Integration and Differential

📁 Stochastic Integration and Differential Equations

✍ Philip E. Protter 📂 Library 📅 2004 🏛 Springer-Verlag New York, LLC 🌐 English

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 appare

Stochastic integration and differential

📁 Stochastic integration and differential equations

✍ Protter P.E. 📂 Library 📅 2004 🏛 Springer 🌐 English

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 mathematica

Stochastic Integration and Differential

📁 Stochastic Integration and Differential Equations

✍ Philip E. Protter (auth.) 📂 Library 📅 2003 🏛 Springer-Verlag Berlin Heidelberg 🌐 English

It has been 15 years since the first edition ofStochastic 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 fina

Stochastic Integration and Differential

📁 Stochastic Integration and Differential Equations

✍ Philip E. Protter 📂 Library 📅 2003 🏛 Springer 🌐 English

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

Stochastic integration and differential

📁 Stochastic integration and differential equations

✍ Philip E. Protter 📂 Library 📅 2004 🏛 Springer 🌐 English

Stochastic Integration and Differential

📁 Stochastic Integration and Differential Equations

✍ Philip E. Protter 📂 Library 📅 2003 🏛 Springer 🌐 English