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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

Jaures Cecconi (Herausgeber)

Buch | Softcover

249 Seiten

2010 | Reprint of the 1st. ed. C.I.M.E., Ed. Liguori, Napoli & Birkhäuser, 1981.
Springer Berlin (Verlag)
978-3-642-11077-1 (ISBN)

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'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.

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.

Erscheint lt. Verlag	30.11.2010
Reihe/Serie	C.I.M.E. Summer Schools
Zusatzinfo	249 p. 1 illus.
Verlagsort	Berlin
Sprache	englisch
Maße	155 x 235 mm
Gewicht	790 g
Themenwelt	Mathematik / Informatik ► Informatik ► Theorie / Studium
Themenwelt	Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
ISBN-10	3-642-11077-0 / 3642110770
ISBN-13	978-3-642-11077-1 / 9783642110771
Zustand	Neuware