Stochastic Integration and Differential Equations

Chapter 4 treats sigma martingales (important in finance theory) and gives a more comprehensive treatment of martingale representation, including both the Jacod-Yor theory and Emery's examples of martingales that actually have martingale representation (thus going beyond the standard cases of Brownian motion and the compensated Poisson process). Read More

Chapter 4 treats sigma martingales (important in finance theory) and gives a more comprehensive treatment of martingale representation, including both the Jacod-Yor theory and Emery's examples of martingales that actually have martingale representation (thus going beyond the standard cases of Brownian motion and the compensated Poisson process). Read Less

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  	This is a digital edition of this title. Rent eBook (5 Options) 30 Day Rental: £29.05 (Expires Oct 31, 2025) 60 Day Rental: £38.73 (Expires Nov 30, 2025) 90 Day Rental: £48.41 (Expires Dec 30, 2025) 120 Day Rental: £58.09 (Expires Jan 29, 2026) 180 Day Rental: £62.93 (Expires Mar 30, 2026) Buy eBook Lifetime Access: £96.81 Title: Stochastic Integration and Differential Equations by Philip Protter Publisher: Springer Nature Print ISBN: 9783540003137, 3540003134 eText ISBN: 9783662100615 Edition: 2003 2nd edition Format: PDF eBook	£29.05 Rent eBook This is a digital eBook Nothing will be shipped to you Works with web browsers and the VitalSource app on all Windows, Mac, Chromebook, Kindle Fire, iOS, and Android devices Most eBooks are returnable within 14 days of purchase Questions? See our eBook FAQ