書名 : Stochastic integration and differential equations /
紀錄類型 : 書目-語言資料,印刷品: 單行本
正題名[資料類型標示]/作者 : Stochastic integration and differential equations /Philip E. Protter.
作者 : Protter, Philip E.
版本項 : 3rd ed.
出版者 : New York :Springer ;1995.
面頁冊數 : x, 302p. ;25 cm.
標題 : Martingales (Mathematics)
ISBN : 3540509968 (hbk.)
集叢項 : Applications of mathematics ;21,
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003 TNML
005 20120525223528.0
008 070509s2005 pg eng d
015 $a2003059169
020 $a3540509968 (hbk.)
020 $a0387509968
035 $a(TNML)OLD1266434
035 $a240754
040 $eCCR
082 0 $a519.2
100 1 $aProtter, Philip E.
245 10$aStochastic integration and differential equations /$cPhilip E. Protter.
250 $a3rd ed.
260 $aNew York :$bSpringer ;$aNew York,$c1995.
300 $ax, 302p. ;$c25 cm.
490 1 $aApplications of mathematics ;$v21,$x0172-4568
504 $aIncludes bibliographical references (p. [389]-401) and indexes
650 0$aMartingales (Mathematics)
650 0$aStochastic differential equations.
650 0$aStochastic integrals.
830 0$aApplications of mathematics ;$v21