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Protter, Philip

Stochastic integration and differential equations : a new approach / Philip Protter - Berlin : Springer-Verlag, 1992 - X, 302 p. ; 24 cm. - Applications of mathematics ; 21 .

ISBN: 3540509968

Subjects--Topical Terms:
Stochastic intergrals
martingales (mathematics)
Stochastic differential equations

LC Class. No.: QA274.22.P76

Dewey Class. No.: 519.2