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
著者
書誌事項
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
（CIME summer schools, 77）
Springer , Fondazione CIME Roberto Conti, c2010
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注記
"Reprint of the 1st Ed. C.I.M.E., ed. Liguori, Napoli & Birkhäuser 1981"--T.p. verso
Includes bibliographical references
内容説明・目次
内容説明
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.
目次
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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