Stochastic Modelling and Applied Probability - Stochastic Integration and Differential Equations
Latest Publications

TOTAL DOCUMENTS

(FIVE YEARS 0)

H-INDEX

(FIVE YEARS 0)

Published By Springer Berlin Heidelberg

9783642055607, 9783662100615

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Expansion of Filtrations

Stochastic Modelling and Applied Probability - Stochastic Integration and Differential Equations ◽

10.1007/978-3-662-10061-5_7 ◽

2005 ◽

pp. 363-396

Author(s):

Philip E. Protter

Download Full-text

Introduction

Stochastic Modelling and Applied Probability - Stochastic Integration and Differential Equations ◽

10.1007/978-3-662-10061-5_1 ◽

2005 ◽

pp. 1-2 ◽

Cited By ~ 17

Author(s):

Philip E. Protter

Download Full-text

General Stochastic Integration and Local Times

Stochastic Modelling and Applied Probability - Stochastic Integration and Differential Equations ◽

10.1007/978-3-662-10061-5_5 ◽

2005 ◽

pp. 155-248

Author(s):

Philip E. Protter

Keyword(s):

Local Times ◽

Stochastic Integration ◽

General Stochastic

Download Full-text

Stochastic Differential Equations

Stochastic Modelling and Applied Probability - Stochastic Integration and Differential Equations ◽

10.1007/978-3-662-10061-5_6 ◽

2005 ◽

pp. 249-361 ◽

Cited By ~ 29

Author(s):

Philip E. Protter

Keyword(s):

Differential Equations ◽

Stochastic Differential Equations

Download Full-text

Semimartingales and Decomposable Processes

Stochastic Modelling and Applied Probability - Stochastic Integration and Differential Equations ◽

10.1007/978-3-662-10061-5_4 ◽

2005 ◽

pp. 101-154

Author(s):

Philip E. Protter

Download Full-text

Preliminaries

Stochastic Modelling and Applied Probability - Stochastic Integration and Differential Equations ◽

10.1007/978-3-662-10061-5_2 ◽

2005 ◽

pp. 3-49 ◽

Cited By ~ 3

Author(s):

Philip E. Protter

Download Full-text

Semimartingales and Stochastic Integrals

Stochastic Modelling and Applied Probability - Stochastic Integration and Differential Equations ◽

10.1007/978-3-662-10061-5_3 ◽

2005 ◽

pp. 51-100

Author(s):

Philip E. Protter

Keyword(s):

Stochastic Integrals

Download Full-text

Stochastic Modelling and Applied Probability - Stochastic Integration and Differential EquationsLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer Berlin Heidelberg

Expansion of Filtrations

Introduction

General Stochastic Integration and Local Times

Stochastic Differential Equations

Semimartingales and Decomposable Processes

Preliminaries

Semimartingales and Stochastic Integrals

Stochastic Modelling and Applied Probability - Stochastic Integration and Differential Equations
Latest Publications