Cargando…
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...
| Autores principales: | , |
|---|---|
| Lenguaje: | eng |
| Publicado: |
North-Holland
1989
|
| Materias: | |
| Acceso en línea: | http://cds.cern.ch/record/1985897 |