Stochastic integration and differential equations

Name: Stochastic integration and differential equations
Author: Philip E. Protter

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Martingales (Mathematics)Stochastic differential equationsStochastic integralsDifferential equationsPartial Differential equationsMathematicsDistribution (Probability theory)Differential equations, partialEngineering mathematicsAppl.Mathematics/Computational Methods of EngineeringProbability Theory and Stochastic Processes