Stochastic Differential Equations

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Stochastic Differential Equations

Stochastic Differential Equations By C. Doleans–Dade (auth.), Jaures Cecconi (eds.)
2011 | 249 Pages | ISBN: 3642110770 | PDF | 11 MB

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.