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 Morett...
Συγγραφή απο Οργανισμό/Αρχή: | |
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Άλλοι συγγραφείς: | |
Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
Γλώσσα: | English |
Έκδοση: |
Berlin, Heidelberg :
Springer Berlin Heidelberg,
2011.
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Σειρά: | C.I.M.E. Summer Schools ;
77 |
Θέματα: | |
Διαθέσιμο Online: | Full Text via HEAL-Link |
Περίληψη: | 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. |
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Φυσική περιγραφή: | 249 p. 1 illus. online resource. |
ISBN: | 9783642110795 |