Stochastic integration and differential equations
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 appare...
| Main Author: | Protter, Philip E. |
|---|---|
| Other Authors: | SpringerLink (Online service) |
| Format: | eBook |
| Language: | English |
| Published: |
Berlin ; New York :
Springer,
[2004]
|
| Physical Description: |
1 online resource (xiii, 415 pages). |
| Edition: | Second edition. |
| Series: |
Applications of mathematics ;
21. |
| Subjects: |
CMU Electronic Access
Electronic Resource Click Here| Location | Call Number: | Status |
|---|---|---|
| CMU Electronic Access | Available |