bookMar 12, 2014GREEN OA

Stochastic Integration and Differential Equations : A New Approach

PPPhilip Protter

Abstract

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Citation impact

703
total citations
FWCI
15.59
Percentile
100%
References
0
Citations per year

Authors

1

Topics & keywords

Topics
Keywords
  • Semimartingale
  • Mathematical proof
  • Martingale (probability theory)
  • Stochastic differential equation
  • Subject (documents)
  • Mathematics
  • Mathematical economics
  • Applied mathematics
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