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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- 34٫99 US$
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- 34٫99 US$
وصف الناشر
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.
Séminaire de Probabilités XLVI
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Topics in Stochastic Analysis and Nonparametric Estimation
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The Malliavin Calculus and Related Topics
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Stochastic Simulation and Monte Carlo Methods
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Diffusions, Markov Processes, and Martingales: Volume 1, Foundations
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Seminar on Stochastic Analysis, Random Fields and Applications V
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