{"product_id":"stochastic-integration-and-differential-equations-springer-verlag-berlin-and-heidelberg-gmbh-co-kg-9783642055607-philip-e-protter","title":"Stochastic Integration and Differential Equations","description":"\u003cp\u003eExplore the profound concepts of stochastic integration and differential equations with \"Stochastic Integration and Differential Equations\" by Philip E. Protter. Published by Springer-Verlag Berlin and Heidelberg GmbH \u0026amp; Co. KG in 2010, this second edition offers a comprehensive insight into the intricate relationship between stochastic processes and differential equations across a substantial 415 pages. \u003c\/p\u003e \u003cp\u003eIn this essential resource, Chapter 4 delves into sigma martingales, a pivotal concept in financial theory. Protter’s work presents an in-depth exploration of martingale representation, featuring the Jacod-Yor theory and offering Emery's distinctive examples. These discussions extend beyond the conventional paradigms of Brownian motion and the compensated Poisson process, enriching your understanding of advanced stochastic processes. \u003c\/p\u003e \u003cp\u003eWhether you are a student, researcher, or practitioner in the field of finance and mathematics, this book serves as a valuable addition to your library, unlocking the keys to mastering stochastic integration and its applications.\u003c\/p\u003e","brand":"Philip E. Protter","offers":[{"title":"Default Title","offer_id":52227842015574,"sku":"9783642055607","price":133.37,"currency_code":"EUR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0886\/3206\/6390\/files\/9783642055607.jpg?v=1767742392","url":"https:\/\/www.bookshop.lt\/products\/stochastic-integration-and-differential-equations-springer-verlag-berlin-and-heidelberg-gmbh-co-kg-9783642055607-philip-e-protter","provider":"Bookshop","version":"1.0","type":"link"}