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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Bibliographic Details
Call Number:Libro Electrónico
Corporate Author: SpringerLink (Online service)
Other Authors: Cecconi, Jaures (Editor)
Format: Electronic eBook
Language:Inglés
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2011.
Edition:1st ed. 2011.
Series:C.I.M.E. Summer Schools ; 77
Subjects:
Probabilities.
System theory.
Control theory.
Mathematics.
Probability Theory.
Systems Theory, Control .
Applications of Mathematics.
Online Access:Texto Completo

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