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

AvJaures Cecconi

Häftad, Engelska, 2010

Del i serien C.I.M.E. Summer Schools

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Beskrivning

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.

Produktinformation

Utgivningsdatum:2010-11-30
Mått:155 x 235 x undefined mm
Format:Häftad
Språk:Engelska
Serie:C.I.M.E. Summer Schools
Antal sidor:249
Förlag:Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN:9783642110771

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Innehållsförteckning

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.