Stochastic Differential Equations

  • Editors
  • Jaures Cecconi

Part of the C.I.M.E. Summer Schools book series (CIME, volume 77)

Table of contents

  1. Front Matter
    Pages i-iii
  2. D. Stroock, S. R. S. Varadhan
    Pages 149-191
  3. Cecile Dewitt‐Morette
    Pages 219-230
  4. G. S. Goodman
    Pages 231-249

About this book

Introduction

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.

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-642-11079-5
  • Copyright Information Springer-Verlag Berlin Heidelberg 2011
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Mathematics and Statistics
  • Print ISBN 978-3-642-11077-1
  • Online ISBN 978-3-642-11079-5
  • About this book