Stochastic Differential Equations

C. 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.

שנה

2011

שפה

English

סדרה

C.I.M.E. Summer Schools -- 77

הוצאה

Springer-Verlag Berlin Heidelberg

מהדורות

3

עמודים

249

ISBN

9783642110771

מקור הנתונים: Wikidata