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Stochastic Integration Differential Equations by Philip Protter (38 results)
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hardcover. Condition: Very Good. 2nd. Third printing 1995 - Book is in very nice condition, text is unmarked and pages are tight.
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Stochastic Integration and Differential Equations: A New Approach
Seller: Munster & Company LLC, ABAA/ILAB, Corvallis, OR, U.S.A.
Association Member: ABAA CBA ILAB
Seller rating 5 out of 5 stars
Condition: Good. Springer Verlag, 1990. Cover lightly rubbed, sunned in patches, spine sunned, corners and spine ends very lightly bumped; binding tight; cover, edges, and interior intact and clean except as noted. hardcover. Good.
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Stochastic Integration and Differential Equations 2/e
Seller: Zubal-Books, Since 1961, Cleveland, OH, U.S.A.
Seller rating 5 out of 5 stars
Condition: Very Good. Asian Springer printing (text in ENGLISH), 419 pp., paperback, faint wear to covers else text clean & binding tight. - If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country.
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Stochastic Integration and Differential Equations: A New Approach
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
US$ 63.13
Convert currencyUS$ 16.10 shipping from United Kingdom to U.S.A.Quantity: Over 20 available
Add to basketCondition: New. In English.
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US$ 58.85
Convert currencyUS$ 20.81 shipping from United Kingdom to U.S.A.Quantity: 10 available
Add to basketPF. Condition: New.
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US$ 41.20
Convert currencyUS$ 46.92 shipping from Germany to U.S.A.Quantity: 1 available
Add to basketHardcover. Ex-library with stamp and library-signature. GOOD condition, some traces of use. Ancien Exemplaire de bibliothèque avec signature et cachet. BON état, quelques traces d'usure. Ehem. Bibliotheksexemplar mit Signatur und Stempel. GUTER Zustand, ein paar Gebrauchsspuren. 60 PRO 9783540509967 Sprache: Englisch Gewicht in Gramm: 1150.
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Stochastic Integration and Differential Equations
Seller: Books From California, Simi Valley, CA, U.S.A.
Seller rating 5 out of 5 stars
hardcover. Condition: Very Good. Cover and edges may have some wear.
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US$ 26.47
Convert currencyUS$ 72.15 shipping from Germany to U.S.A.Quantity: 1 available
Add to basketpaperback. Condition: Befriedigend. 312 Seiten; 9783540509967.4 Gewicht in Gramm: 1.
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US$ 87.95
Convert currencyUS$ 52.79 shipping from Germany to U.S.A.Quantity: 1 available
Add to basketCondition: very good. Gut/Very good: Buch bzw. Schutzumschlag mit wenigen Gebrauchsspuren an Einband, Schutzumschlag oder Seiten. / Describes a book or dust jacket that does show some signs of wear on either the binding, dust jacket or pages.
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Condition: New.
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Condition: New.
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Stochastic Integration and Differential Equations (Stochastic Modelling and Applied Probability, 21)
Condition: New. SUPER FAST SHIPPING.
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Condition: New. SUPER FAST SHIPPING.
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Stochastic Integration and Differential Equations (Paperback)
Published by Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, Berlin, 2010
ISBN 10: 3642055605 ISBN 13: 9783642055607
Language: English
Paperback. Condition: new. Paperback. 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 apparent simplicity of approach, none of these books has used the functional analytic method of presenting semimartingales and stochastic integration. Thus a 2nd edition seems worthwhile and timely, though it is no longer appropriate to call it "a new approach". The new edition has several significant changes, most prominently the addition of exercises for solution. These are intended to supplement the text, but lemmas needed in a proof are never relegated to the exercises. Many of the exercises have been tested by graduate students at Purdue and Cornell Universities. Chapter 3 has been completely redone, with a new, more intuitive and simultaneously elementary proof of the fundamental Doob-Meyer decomposition theorem, the more general version of the Girsanov theorem due to Lenglart, the Kazamaki-Novikov criteria for exponential local martingales to be martingales, and a modern treatment of compensators. Chapter 4 treats sigma martingales (important in finance theory) and gives a more comprehensive treatment of martingale representation, including both the Jacod-Yor theory and Emerys examples of martingales that actually have martingale representation (thus going beyond the standard cases of Brownian motion and the compensated Poisson process). New topics added include an introduction to the theory of the expansion of filtrations, a treatment of the Fefferman martingale inequality, and that the dual space of the martingale space H^1 can be identified with BMO martingales. Solutions to selected exercises are available at the web site of the author, with current URL /~protter/books.html. Chapter 4 treats sigma martingales (important in finance theory) and gives a more comprehensive treatment of martingale representation, including both the Jacod-Yor theory and Emerys examples of martingales that actually have martingale representation (thus going beyond the standard cases of Brownian motion and the compensated Poisson process). Shipping may be from multiple locations in the US or from the UK, depending on stock availability.
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Stochastic Integration and Differential Equations (Stochastic Modelling and Applied Probability, 21)
US$ 137.59
Convert currencyUS$ 3.99 shipping within U.S.A.Quantity: Over 20 available
Add to basketCondition: New.
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Stochastic Integration and Differential Equations: A New Approach (Applications of Mathematics, Vol. 21).
Published by Berlin, Heidelberg: Springer-Verlag, 1995
ISBN 10: 3540509968 ISBN 13: 9783540509967
Language: English
US$ 105.49
Convert currencyUS$ 42.17 shipping from Germany to U.S.A.Quantity: 1 available
Add to basketgebundene Ausgabe. Condition: Sehr gut. Applications of Mathematics, Volume 21. Zust: Gutes Exemplar. 302 Seiten, Englisch 600g.
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US$ 100.20
Convert currencyUS$ 52.79 shipping from Germany to U.S.A.Quantity: 1 available
Add to basketCondition: good. Befriedigend/Good: Durchschnittlich erhaltenes Buch bzw. Schutzumschlag mit Gebrauchsspuren, aber vollständigen Seiten. / Describes the average WORN book or dust jacket that has all the pages present.
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hardcover. Condition: New. In shrink wrap. Looks like an interesting title!
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Stochastic Integration and Differential Equations (Stochastic Modelling and Applied Probability, 21)
Condition: New.
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Condition: New.
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Stochastic Integration and Differential Equations (Stochastic Modelling and Applied Probability, 21)
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
US$ 144.10
Convert currencyUS$ 16.10 shipping from United Kingdom to U.S.A.Quantity: Over 20 available
Add to basketCondition: New. In.
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Stochastic integration and differential equations Philip E. Protter. Applications of mathematics 21; Applications of mathematics 21/2.
Published by Berlin, Springer [2004]., 2004
ISBN 10: 3540003134 ISBN 13: 9783540003137
Language: English
US$ 112.35
Convert currencyUS$ 46.92 shipping from Germany to U.S.A.Quantity: 1 available
Add to basketHardcover. Ex-library with stamp and library-signature. GOOD condition, some traces of use. Ancien Exemplaire de bibliothèque avec signature et cachet. BON état, quelques traces d'usure. Ehem. Bibliotheksexemplar mit Signatur und Stempel. GUTER Zustand, ein paar Gebrauchsspuren. 60 PRO 2nd.ed 9783540003137 Sprache: Englisch Gewicht in Gramm: 1150.
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Stochastic Integration and Differential Equations
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
US$ 149.48
Convert currencyUS$ 16.10 shipping from United Kingdom to U.S.A.Quantity: Over 20 available
Add to basketCondition: New. In English.
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Stochastic Integration and Differential Equations : A New Approach
Published by Springer-Verlag GmbH & Co. KG, 1995
ISBN 10: 3540509968 ISBN 13: 9783540509967
Language: English
US$ 40.00
Convert currencyUS$ 123.18 shipping from Germany to U.S.A.Quantity: 1 available
Add to basketCondition: Sehr gut. Zustand: Sehr gut | Sprache: Englisch | Produktart: Bücher.
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Condition: As New. Unread book in perfect condition.
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Condition: As New. Unread book in perfect condition.
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Condition: New. pp. 436 2nd Edition.
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Condition: New. pp. 436 3rd Corrected Printing.
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US$ 213.07
Convert currencyUS$ 33.59 shipping from United Kingdom to U.S.A.Quantity: 2 available
Add to basketHardcover. Condition: Brand New. 2nd edition. 415 pages. German language. 9.25x6.25x1.00 inches. In Stock.
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Stochastic Integration and Differential Equations (Paperback)
Published by Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, Berlin, 2010
ISBN 10: 3642055605 ISBN 13: 9783642055607
Language: English
US$ 263.41
Convert currencyUS$ 37.00 shipping from Australia to U.S.A.Quantity: 1 available
Add to basketPaperback. Condition: new. Paperback. 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 apparent simplicity of approach, none of these books has used the functional analytic method of presenting semimartingales and stochastic integration. Thus a 2nd edition seems worthwhile and timely, though it is no longer appropriate to call it "a new approach". The new edition has several significant changes, most prominently the addition of exercises for solution. These are intended to supplement the text, but lemmas needed in a proof are never relegated to the exercises. Many of the exercises have been tested by graduate students at Purdue and Cornell Universities. Chapter 3 has been completely redone, with a new, more intuitive and simultaneously elementary proof of the fundamental Doob-Meyer decomposition theorem, the more general version of the Girsanov theorem due to Lenglart, the Kazamaki-Novikov criteria for exponential local martingales to be martingales, and a modern treatment of compensators. Chapter 4 treats sigma martingales (important in finance theory) and gives a more comprehensive treatment of martingale representation, including both the Jacod-Yor theory and Emerys examples of martingales that actually have martingale representation (thus going beyond the standard cases of Brownian motion and the compensated Poisson process). New topics added include an introduction to the theory of the expansion of filtrations, a treatment of the Fefferman martingale inequality, and that the dual space of the martingale space H^1 can be identified with BMO martingales. Solutions to selected exercises are available at the web site of the author, with current URL /~protter/books.html. Chapter 4 treats sigma martingales (important in finance theory) and gives a more comprehensive treatment of martingale representation, including both the Jacod-Yor theory and Emerys examples of martingales that actually have martingale representation (thus going beyond the standard cases of Brownian motion and the compensated Poisson process). Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.
