Stochastic Integration and Differential Equations (Inbunden)
avPhilip Protter, P. Protter
ISBN: 9783540003137 - UTGIVEN: 200505It 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[...]
Probability Essentials (Pocket)
avJean Jacod, Philip Protter
ISBN: 9783540438717 - UTGIVEN: 2002-09-01This introduction to Probability Theory can be used, at the beginning graduate level, for a one-semester course on Probability Theory or for self-direction without benefit of a formal course; the measure theory needed is developed in the text. It will also be useful for students and teachers in rela[...]
Stochastic Integration and Differential Equations (Häftad)
avPhilip Protter
ISBN: 9783642055607 - UTGIVEN: 201012It 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[...]
