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Stochastic differential equations and diffusion processes

Being a systematic treatment of the modern theory of stochastic integrals and stochastic differential equations, the theory is developed within the martingale framework, which was developed by J.L. Doob and which plays an indispensable role in the modern theory of stochastic analysis.A considerable...

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Detalles Bibliográficos
Autores principales: Ikeda, N, Watanabe, S
Lenguaje:eng
Publicado: North-Holland 1989
Materias:
Acceso en línea:http://cds.cern.ch/record/1985897