Nonlinear stochastic integrators, equations and flows

書誌事項

Nonlinear stochastic integrators, equations and flows

by René A. Carmona and David Nualart

(Stochastics monographs : theory and applications of stochastic processes, v. 6)

Gordon and Breach Science Publishers, c1990

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注記

Includes bibliographical references and index

内容説明・目次

内容説明

Highly technical monograph in which the authors, writing on the basis of their own recent research for the benefit of expert readers, describe a general theory of stochastic integration equations. First published in 1990.

目次

Introduction, Nonlinear Stochastic Integrators, Stochastic Calculus, Dependence on the initial Conditions and Flows.

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