Spar
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.
- Undertittel
- 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
- Redaktør
- Jaures Cecconi
- Opplag
- Reprint of the 1st. ed. C.I.M.E., Ed. Liguori, Napoli & Birkhäuser, 1981.
- ISBN
- 9783642110771
- Språk
- Engelsk
- Vekt
- 310 gram
- Utgivelsesdato
- 30.11.2010
- Antall sider
- 249
