Fundamental Scientific Library of NAS RA

Stochastic integration and differential equations / Philip E. Protter.

By: Protter, Philip EMaterial type: TextTextLanguage: English Series: Applications of mathematics ; 21Publication details: Berlin ; London : Springer, 2005Edition: 2nd edDescription: xiii, 415 p. 25 cmISBN: 3540003134 (hbk.)Subject(s): Stochastic integrals | Martingales (Mathematics) | Stochastic differential equations
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Գրքեր/Books Գրքեր/Books Fundamental Scientific Library
General 519.2 (Browse shelf(Opens below)) Available 30 Days Loan 320112995

Includes bibliogr. references and index.

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