Stochastic Differential Equations

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...

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Detalles Bibliográficos
Autor principal: Cecconi, Jaures
Lenguaje:eng
Publicado: Springer 2011
Materias:
Mathematical Physics and Mathematics
Acceso en línea:https://dx.doi.org/10.1007/978-3-642-11079-5
http://cds.cern.ch/record/1414120
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author Cecconi, Jaures
author_facet Cecconi, Jaures
author_sort Cecconi, Jaures
collection CERN
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.
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institution Organización Europea para la Investigación Nuclear
language eng
publishDate 2011
publisher Springer
record_format invenio
spelling cern-14141202021-04-22T00:40:51Zdoi:10.1007/978-3-642-11079-5http://cds.cern.ch/record/1414120engCecconi, JauresStochastic Differential EquationsMathematical Physics and MathematicsC. 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.Springeroai:cds.cern.ch:14141202011
spellingShingle Mathematical Physics and Mathematics
Cecconi, Jaures
Stochastic Differential Equations
title Stochastic Differential Equations
title_full Stochastic Differential Equations
title_fullStr Stochastic Differential Equations
title_full_unstemmed Stochastic Differential Equations
title_short Stochastic Differential Equations
title_sort stochastic differential equations
topic Mathematical Physics and Mathematics
url https://dx.doi.org/10.1007/978-3-642-11079-5
http://cds.cern.ch/record/1414120
work_keys_str_mv AT cecconijaures stochasticdifferentialequations

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