Stochastic integration and differential equations

• Main Author: Protter, Philip E., 1949- (Author)
• Format: Book
• Language: English
• Published: Berlin : Springer, c2005
• Edition: 2nd ed.
• Series: Applications of mathematics
• Subjects: diferenciální rovnice; integrály; pravděpodobnost; stochastika; teorie pravděpodobnosti
• ISBN: 3540003134
• Physical Description: xiii, 415 s. ; 25 cm