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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Protter, Philip (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2005.
Edición:2nd ed. 2005.
Colección:Stochastic Modelling and Applied Probability, 21
Temas:
Probabilities.
Mathematical analysis.
Differential equations.
Engineering mathematics.
Engineering-Data processing.
Probability Theory.
Analysis.
Differential Equations.
Mathematical and Computational Engineering Applications.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • 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.

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