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Stochastic Integration and Differential Equations

20054,677 citationsBook

Authors

Philip Protter · Cornell University

Topics & Keywords

Stochastic processes and financial applications

Publication Details

Published in: Stochastic modelling and applied probability

DOI: 10.1007/978-3-662-10061-5

Field-Weighted Citation Impact: 121.10

Stochastic Integration and Differential Equations | Researchclopedia