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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| Main Author: | |
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| Format: | Book |
| Language: | English |
| Published: |
Berlin, NY
Springer
2005
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| Edition: | 2nd ed |
| Series: | Applications of mathematics
21 |
| Subjects: | |
| Online Access: | Click Here to View Status and Holdings. |
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Stochastic integration and differential equations a new approach
Stochastic differential equations in infinite dimensions with applications to stochastic partial differential equations
