Stochastic Differential Equations [electronic resource] : Lectures given at a Summer School of the Centro Internazionale Matematico Estivo (C.I.M.E.) held in Cortona (Arezzo), Italy, May 29-June 10, 1978 /
C.I.M.E. Summer School(1978 :Cortona-Arezzo, Italy)
Centro internazionale matematico estivo.
Cecconi, Jaures.editor.
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.
"Reprint of the 1st ed. C.I.M.E., Ed. Liguori, Napoli & Birkhäuser, 1981 ; with kind permission of C.I.M.E."
Includes bibliographical references.
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.
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.
Probabilities.
System theory.
Applied mathematics.
Engineering mathematics.
Probability Theory and Stochastic Processes.
Systems Theory, Control.
Applications of Mathematics.