Stochastic Differential Equations
By: edited by Jaures Cecconi
Contributors: SpringerLink (Online service)
Series: C.I.M.E. Summer Schools -- 77
Publisher: Springer-Verlag Berlin Heidelberg
Published: 2011
Place of publication: Berlin, Heidelberg
Language: eng
Format: [electronic resource] /
Number of pages: 249
ISBN-13: 9783642110771; 9783642110795
Subjects: Mathematics; Distribution (Probability theory); Partial Differential equations
Description: 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.