Stochastic Differential Equations

• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Άλλοι συγγραφείς: Cecconi, Jaures (Επιμελητής έκδοσης)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg, 2011.
• Σειρά: C.I.M.E. Summer Schools ; 77
• Θέματα: Mathematics.; Applied mathematics.; Engineering mathematics.; System theory.; Probabilities.; Probability Theory and Stochastic Processes.; Systems Theory, Control.; Applications of Mathematics.

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...

Πίνακας περιεχομένων:

• 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.