Stochastic integration and differential equations
Protter, Philip E.
Stochastic integration and differential equations / Philip E. Protter. - 2nd ed. - Berlin : Springer , cop. 2004 . - XIII, 415 p. ; 25 cm. - (Applications of mathematics) ; 21
ISBN 3-540-00313-4
Integrais estocásticos
Martingales (Matemática)
Equações diferenciais estocásticas
LCC QA274.22
Stochastic integration and differential equations / Philip E. Protter. - 2nd ed. - Berlin : Springer , cop. 2004 . - XIII, 415 p. ; 25 cm. - (Applications of mathematics) ; 21
ISBN 3-540-00313-4
Integrais estocásticos
Martingales (Matemática)
Equações diferenciais estocásticas
LCC QA274.22
