Stochastic Differential Equations Stochastic Differential Equations

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

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Publisher Description

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.

GENRE
Science & Nature
RELEASED
2011
6 June
LANGUAGE
EN
English
LENGTH
249
Pages
PUBLISHER
Springer Berlin Heidelberg
PROVIDER INFO
Springer Science & Business Media LLC
SIZE
6.4
MB
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