Integration and Differential Equations, Springer, 2005

Philip Protter, S. (2005). Integration and Differential Equations, Springer, 2005. Springer.

Type

Book

Intellectual base

Review or monograph

Year

2005

Link

no authoritative link yet

Cited by

2 citations across 2 artifacts.

Domain-specific

• Local martingale
  • … conditions, adapted process and path class, localizing stopping times and limit, stopped processes, martingale and integrability properties and whether the process is strict or true are explicit. to An applied instance preserves the invariant under changed notation, scale, dataset, jurisdiction, or implementation..
• Progressively measurable process
  • … status, filtration and usual conditions, state measurable space, time index, process map, restricted product sigma-algebra for every t and consequences for stopping or integration are explicit. to An applied instance preserves the same invariant under changed scale, notation, jurisdiction, dataset, or implementation..

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