Stochastic Differential Equations 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. 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 Morett...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor Corporativo: SpringerLink (Online service)
Otros Autores: Cecconi, Jaures (Editor )
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2011.
Edición:1st ed. 2011.
Colección:C.I.M.E. Summer Schools ; 77
Temas:
Probabilities.
System theory.
Control theory.
Mathematics.
Probability Theory.
Systems Theory, Control .
Applications of Mathematics.
Acceso en línea:Texto Completo
Descripción
Sumario: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.
Descripción Física:249 p. 1 illus. online resource.
ISBN:9783642110795

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