Stochastic Differential Equations

With Applications to Physics and Engineering

  • Kazimierz Sobczyk

Part of the Mathematics and Its Applications ( East European Series ) book series (MAEE, volume 40)

Table of contents

  1. Front Matter
    Pages i-xvi
  2. Kazimierz Sobczyk
    Pages 6-81
  3. Kazimierz Sobczyk
    Pages 82-136
  4. Kazimierz Sobczyk
    Pages 137-194
  5. Back Matter
    Pages 371-400

About this book


functional Gaussian process Integral jump process Markov process Martingal probability probability distribution Random variable stochastic calculus stochastic differential equation stochastic equation stochastic process stochastic processes stochastic systems

Authors and affiliations

  • Kazimierz Sobczyk
    • 1
  1. 1.Institute of Fundamental Technological ResearchPolish Academy of SciencesWarsawPoland

Bibliographic information

  • DOI
  • Copyright Information Kluwer Academic Publishers 1991
  • Publisher Name Springer, Dordrecht
  • eBook Packages Springer Book Archive
  • Print ISBN 978-1-4020-0345-5
  • Online ISBN 978-94-011-3712-6
  • Series Print ISSN 0169-507X
  • Buy this book on publisher's site