Ebook: Stochastic Integration and Differential Equations: A New Approach
Author: Philip Protter (auth.)
- Tags: Probability Theory and Stochastic Processes, Analysis, Appl.Mathematics/Computational Methods of Engineering
- Series: Applications of Mathematics 21
- Year: 1990
- Publisher: Springer Berlin Heidelberg
- Language: English
- pdf
Content:
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
Content:
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
....
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