Stochastic Differential Equations
Lectures given at a Summer School of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Cortona (Arezzo), Italy, May 29-June 10,1978, C.I.M.E. Summer Schools 77
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Autorenportrait
InhaltsangabeC. Doleans-Dade: Stochastic processes and stochastic differential equations.- A. Friedman: Stochastic differential equations and applications.- D.W. Stroock, S.R.S. Varadhan: Theory of diffusion processes.- G.C. Papanicolaou: Wave propagation and heat conduction in a random medium.- C. Dewitt Morette: A stochastic problem in Physics.- G.S. Goodman: The embedding problem for stochastic matrices.
Weitere Details
Erschienen: 30.11.2010
Umfang: 249 S., 1 s/w Illustr., 249 p. 1 illus.
Sprache: ENG
Einband: KT
ISBN/EAN: 9783642110771
Umbreit-Nr.: 4950760
