Protter, Philip E. <br/><br/>
Stochastic integration and differential equations / 
Philip E. Protter 
 - 2nd ed. 
 - Berlin :  Springer,  2004 
 - xiii, 415 p. ;  25 cm. 
 - Applications of mathematics ;  21 .
<br/><br/>Includes bibliographical references (p. [389]-401) and indexes 
<br/><br/>
<br/><br/><label>ISBN: </label>3540003134  RM315.66 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Stochastic integrals<br/>Martingales (Mathematics)<br/>Stochastic differential equations