Stochastic Integration and Differential Equations : A New Approach

Protter, Philip

ISBN 10: 3662026201 ISBN 13: 9783662026205

Published by Springer 2014-03, 2014

Language: English

Condition: New Soft cover

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Bibliographic Details

Title: Stochastic Integration and Differential Equations : A New Approach
Publisher: Springer 2014-03
Publication Date: 2014
Language: English
ISBN 10: 3662026201
ISBN 13: 9783662026205
Binding: PF
Condition: New

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Synopsis

I Preliminaries.- II Semimartingales and Stochastic Integrals.- III Semimartingales and Decomposable Processes.- IV General Stochastic Integration and Local Times.- V Stochastic Differential Equations.- References.

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