Stochastic integration and differential equations

Stochastic integration and differential equations

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Bibliographic Details
Main Author : Protter Philip E. (Auteur)
Format : Book
Language : anglais
Title statement : Stochastic integration and differential equations / Philip E. Protter
Edition : 2nd edition, version 2.1, corrected 3rd printing
Published : Berlin, Heidelberg, New York : Springer , cop. 2005
Physical Description : 1 vol. (XIII-419 p.)
Series : Applications of mathematics ; 21
Subjects :
Intégrales stochastiques
Équations différentielles stochastiques
Martingales (mathématiques)

Bib. CRDM (Mathématiques)

Holdings details from Bib. CRDM (Mathématiques)
Location Call Number Loan type Status
Bibliothèque 60C240 Prêt sans prolongation Available