Stochastic Integration and Differential Equations :
General Material Designation
[Book]
Other Title Information
Version 2.1
First Statement of Responsibility
Philip E. Protter
EDITION STATEMENT
Edition Statement
2., nd ed. 2003. corr. 3rd printing. Softcover version of original hardcover edition 2003
.PUBLICATION, DISTRIBUTION, ETC
Name of Publisher, Distributor, etc.
Berlin Springer
Date of Publication, Distribution, etc.
2010
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
XIII, 419 Seiten 235 x 155 mm
CONTENTS NOTE
Text of Note
I Preliminaries.- II Semimartingales and Stochastic Integrals.- III Semimartingales and Decomposable Processes.- IV General Stochastic Integration and Local Times.- V Stochastic Differential Equations.- VI Expansion of Filtrations.- References.