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Stochastic Integration and Differential Equations: A New Approach - Softcover

Protter, Philip

 
9783662026205: Stochastic Integration and Differential Equations: A New Approach

Synopsis

I Preliminaries.- II Semimartingales and Stochastic Integrals.- III Semimartingales and Decomposable Processes.- IV General Stochastic Integration and Local Times.- V Stochastic Differential Equations.- References.

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