Stochastic Differential Equations (C.I.M.E. Summer Schools, #77)

Jaures Cecconi (Editor)

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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.
  • ISBN10 3642110819
  • ISBN13 9783642110818
  • Publish Date 30 March 2011 (first published 30 November 2010)
  • Publish Status Withdrawn
  • Out of Print 18 October 2014
  • Publish Country US
  • Imprint Springer
  • Format Paperback (US Trade)
  • Pages 254
  • Language English