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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

Bag om Stochastic Differential Equations

C. Doleans-Dade: Stochastic processes and stochastic differential equations.- A. Friedman: Stochastic differential equations and applications.- D.W. 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.

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  • Sprog:
  • Engelsk
  • ISBN:
  • 9783642110771
  • Indbinding:
  • Paperback
  • Sideantal:
  • 249
  • Udgivet:
  • 30. november 2010
  • Udgave:
  • 1
  • Størrelse:
  • 234x156x13 mm.
  • Vægt:
  • 790 g.
  • BLACK WEEK
Leveringstid: 8-11 hverdage
Forventet levering: 10. december 2024

Beskrivelse af Stochastic Differential Equations

C. Doleans-Dade: Stochastic processes and stochastic differential equations.- A. Friedman: Stochastic differential equations and applications.- D.W. 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.

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