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
Published on 30. November 2010
Book
Paperback/Softback
249 pages
978-3-642-11077-1 (ISBN)
Description
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.
More details
Series
Edition
Reprint of the 1st. ed. C.I.M.E., Ed. Liguori, Napoli & Birkhäuser, 1981.
Language
English
Place of publication
Berlin
Germany
Publishing group
Springer Berlin
Target group
Professional and scholarly
Research
Illustrations
1 s/w Abbildung
249 p. 1 illus.
Dimensions
Height: 23.5 cm
Width: 15.5 cm
Weight
790 gr
ISBN-13
978-3-642-11077-1 (9783642110771)
DOI
10.1007/978-3-642-11079-5
Schweitzer Classification
Other editions
Additional editions
Jaures Cecconi
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
E-Book
06/2011
1st Edition
Springer
€35.30
Available for download
Content
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.