Stochastic Integration and Differential Equations: A New Approach (Applications of Mathematics)

by Philip E. Protter and Janick Bergeron

No Customer Reviews

An introduction to the subject, requiring some knowledge of the theory of stochastic processes, including elementary martingale theory. The new approach considers semimartingales as good integrators... This description may be from another edition of this product.

Format:Hardcover

Language:English

ISBN:0387509968

ISBN13:9780387509969

Release Date:September 2008

Publisher:Springer Verlag

Length:440 Pages

Weight:1.40 lbs.

Dimensions:9.8" x 0.8" x 6.3"

Related Subjects

Differential Equations Math Mathematics Probability & Statistics Science & Math Stochastic Modeling

Customer Reviews

0 rating

Write a review

ThriftBooks sells millions of used books at the lowest everyday prices. We personally assess every book's quality and offer rare, out-of-print treasures. We deliver the joy of reading in recyclable packaging with free standard shipping on US orders over $15. ThriftBooks.com. Read more. Spend less.

Copyright © 2025 Thriftbooks.com Terms of Use | Privacy Policy | Do Not Sell/Share My Personal Information | Cookie Policy | Cookie Preferences | Accessibility Statement
ThriftBooks ^® and the ThriftBooks ^® logo are registered trademarks of Thrift Books Global, LLC

Stochastic Integration and Differential Equations: A New Approach (Applications of Mathematics)

Recommended

Customer Reviews

Popular Categories

Website

My Account

Partnerships

Quick Help

About Us

Follow Us