Stochastic Analysis and Related Topics IV
Subtitle: The Geilo Workshop, 1996 (Progress in Probability)
Contributors: Laurent Decreusefond (Editor); Jon Gjerde (Editor); Bernt Oksendal (Editor); Suleyman Ustunel (Editor)
Edition: 1 edition
Publisher: Birkhauser
Published: December 18, 1998
Language: eng
Format: Hardcover
Number of pages: 408
ISBN-13: 9780817640187
Subjects: Differential equations; Stochastics; Science/Mathematics; Stochastic Processes; Mathematics; Probability & Statistics - General; Mathematics / Statistics; Probability theory; Stochastic analysis; Congresses
First sentence: The purpose of this article is to introduce the reader to certain aspects of stochastic differential systems whose evolution depends on the past history of the state.