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Stochastic integration and differential equations / Philip E. Protter. -- 2nd ed. -- Berlin ; Tokyo : Springer , c2004. -- xiii, 415 p. ; 24 cm. -- (Applications of mathematics ; 21). -- Bibliography: p. [389]-401 ; Includes indexes. -- ISBN 3540003134 ; (BA64037911) ; https://ci.nii.ac.jp/ncid/BA64037911
Author Heading(s): Protter, Philip E.. -- Subject Heading(s): LCSH : Stochastic integrals ; LCSH : Martingales (Mathematics) ; LCSH : Stochastic differential equations
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