Stochastic partial differential equations

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Preliminaries Introduction Some Examples Brownian Motions and Martingales Stochastic Integrals Stochastic Differential Equations of Itô Type Lévy Processes and Stochastic IntegralsStochastic Differential Equations of Lévy Type Comments Scalar Equations of First Order Introduction Generalized Itô...

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Detalles Bibliográficos
Autor principal: Chow, Pao-Liu
Lenguaje:eng
Publicado: CRC Press 2014
Materias:
Mathematical Physics and Mathematics
Acceso en línea:http://cds.cern.ch/record/2018933

Internet

http://cds.cern.ch/record/2018933

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