. . . . . . . . . . . . . . . . . . . . . . . . "Stochastic integration and differential equations a new approach" . . . . . . . . . . . . . . . . . . . "Stochastic integration and differen-tial equations : A new approach" . . . . "Stochastic integration and differential equations : a new approach" . . . . . "Stochastic integration and differential equations : a new approach : Applications of mathematics"@en . . . . . . . . . "Stochastic Integration and Differential Equations a New Approach" . . . . "Stochastic integration and differential equations : A new approach" . . . . . . "Stochastic Integration and Differential Equations A New Approach" . . . . . . . . . . . . "This book is quite different from others on the subject in that it presents a rapid introduction to the modern semimartingale theory of stochastic integration and differential equations, without first having to treat the beautiful but highly technical \"general theory of processes\". The author's new approach (based on the theorem of Bitcheler-Dellacherie) also give a more intuitive understanding of the subject, and permits proofs to be much less technical. All of the major theorems of stochastic integration are given, including a comprehensive treatment (first time in English) of local times. A theory of stochastic differential equations driven by semimartingales is developed, including Fisk-Stratonovich equations, Markov properties, stability, and an introduction to the theory of flows. Further topics presented for the 1st time in book form include an elementary presentation of Azema's martingale. This book will quickly become a standard reference on the subject, to be used by specialists and non-specialists alike, both for the sake of the theory and for its application." . . . . . . "Stochastic integration and differential equations" . . . . . . . . . . . . "Electronic books" . . . . . . "Procesos estocásticos." . . "Całki stochastyczne." . . "Stochastische Differentialgleichung." . . "Stochastische Differentialgleichung" . "Differentialgleichung." . . "Martingales (Matemàtica)" . . "Integralrechnung." . . "Ecuaciones diferenciales." . . "Integrals estocàstiques." . . "semimartingale." . . "Martingal." . . "Martingal" . "Integrales estocasticas." . . "Integrales estocásticas." . "Stochastic integrals." . . "équation différentielle stochastique." . . "Stochastic differential equations." . . "Equacions integrals." . . "Équations différentielles stochastiques." . . "Equations différentielles stochastiques." . "Equations differentielles stochastiques." . "Martingales (Mathematics)" . . "martingale." . . "Équations différentielles." . . "Martingalas (Matemáticas)" . . "Martingalas (matematicas)" . "Gewone differentiaalvergelijkingen." . . "Stochastische differentiaalvergelijkingen." . . "Martyngały (matematyka)." . . "Integrals, Stochastic." . . "Stochastisches Integral." . . "Stochastisches Integral" . "Sztochasztikus integrál." . . "intégrale stochastique." . . "Ecuaciones diferenciales estocásticas." . . "stochastic integral, stochastic differential equations." . . "Processus stochastiques." . . "Aproximación estocástica." . . "Processo stocastico." . . "Równania różniczkowe stochastyczne." . . "Intégrales stochastiques." . . "Integralen." . . "Martingales (mathématiques)" . . "Martingales (mathématiques)." . "Martingales (Mathématiques)" . "Martingalen." . . "Stochastische processen." . . "Equacions estocàstiques diferencials." . . "Sztochasztikus folyamat." . . "Equazioni differenziali stocastiche." . . "équations différentielles processus stochastiques." . . "Anàlisi estocàstica" . . "Anàlisi estocàstica." . "Sztochasztikus differenciálegyenlet." . .