Asymptotic methods in the theory of stochastic differential equations
By: A.V. Skorokhod ; [translated from the Russian by H.H. McFaden ; translation edited by Ben Silver].
Series: Translations of mathematical monographs ;; v. 78
Publisher: American Mathematical Society
Published: 1989
Place of publication: Providence, R.I
Language: eng; rus
Number of pages: 339
Subjects: Stochastic differential equations.; Asymptotic expansions.
Notes: Includes bibliographical references (p. 333-339).
Translation of: Asimptoticheskie metody teorii stokhasticheskikh different͡s︡ialʹnykh uravneniĭ.