Stochastic Differential Equations Lectures Given at the Centro Internazionale Matematico Estivo (C.I.M.E.) Held in Cortona (Arezzo), Italy, May 29-June 10, 1978 - CIME Summer Schools

C.I.M.E. Summer School, Jaures P. Cecconi

Reprint of the 1st. ed. C.I.M.E., Ed. Liguori, Napoli & Birkhäuser, 1981.

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Publisher's Synopsis

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.

Book information

ISBN:	9783642110771
Publisher:	Springer Berlin Heidelberg
Imprint:	Springer
Pub date:	30 Nov 2010
Edition:	Reprint of the 1st. ed. C.I.M.E., Ed. Liguori, Napoli & Birkhäuser, 1981.
DEWEY:	519.23
DEWEY edition:	22
Language:	English
Number of pages:	250
Weight:	790g
Height:	234mm
Width:	156mm
Spine width:	13mm