Stochastic Integration and Differential Equations by Philip E. Protter
English | May 24, 2005 | ISBN: 3540003134 | 431 Pages | PDF | 6 MB
English | May 24, 2005 | ISBN: 3540003134 | 431 Pages | PDF | 6 MB
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.