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Stochastic integration and different...

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Protter, Philip E.

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Stochastic integration and differential equations /

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Stochastic integration and differential equations // Philip E. Protter.
Author:	Protter, Philip E.
Published:	Berlin ;Springer, : c2004.,
Description:	xiii, 415 p. ;25 cm.
Series:	Applications of mathematics,
Subject:	Martingales (Mathematics). -
ISBN:	3540003134 (hbk.) :

Stochastic integration and differential equations /
Protter, Philip E.

Stochastic integration and differential equations /Philip E. Protter. - 2nd ed. - Berlin ;Springer,c2004. - xiii, 415 p. ;25 cm. - Applications of mathematics,21.0172-4568 ;.

Includes bibliographical references (p. [389]-401) and indexes.

ISBN: 3540003134 (hbk.) :EUR64.95

LCCN: 2003059169Subjects--Topical Terms:

741490
Martingales (Mathematics).

LC Class. No.: QA274.22 / .P76 2004

Dewey Class. No.: 519.2

Stochastic integration and differential equations /
LDR:00632pam a2200193 a 45 001 692631
005 20040722
008 040722s2004 gw b 001 0 eng
010 $a 2003059169
020 $a 3540003134 (hbk.) : $c EUR64.95
035 $a AS93T0090
040 $a DLC $c DLC $d DLC
050 0 0 $a QA274.22 $b .P76 2004
082 0 0 $a 519.2 $2 22
100 $a Protter, Philip E. $3 634197
245 1 0 $a Stochastic integration and differential equations / $c Philip E. Protter.
250 $a 2nd ed.
260 $a Berlin ; $a New York : $c c2004. $b Springer,
300 $a xiii, 415 p. ; $c 25 cm.
440 0 $a Applications of mathematics, $x 0172-4568 ; $v 21.
504 $a Includes bibliographical references (p. [389]-401) and indexes.
650 $a Martingales (Mathematics). $3 741490
650 $a Stochastic differential equations. $3 621860
650 $a Stochastic integrals. $3 646578

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QA274.22 P76 2004

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