Stochastic differential equations and diffusion processes

• Main Author: Ikeda, Nobuyuki
• Other Authors: Watanabe, Shinzo
• Format: Book
• Language: English
• Published: Amsterdam North-Holland Publishing Company 1981
• Series: North-Holland Mathematical Library 24
• Subjects: Στοχαστικές διαδικασίες; Εξισώσεις, Διαφορικές
• Physical Description: xiv, 464 p. 23 cm.
• Bibliography: Includes bibliography and index
• ISBN: 0444861726