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Part of the book series: C.I.M.E. Summer Schools (CIME, volume 77)
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About this book
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.
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Table of contents (6 chapters)
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Front Matter
Bibliographic Information
Book Title: Stochastic Differential Equations
Book Subtitle: 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
Editors: Jaures Cecconi
Series Title: C.I.M.E. Summer Schools
DOI: https://doi.org/10.1007/978-3-642-11079-5
Publisher: Springer Berlin, Heidelberg
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer-Verlag Berlin Heidelberg 2011
Softcover ISBN: 978-3-642-11077-1Published: 30 November 2010
eBook ISBN: 978-3-642-11079-5Published: 06 June 2011
Edition Number: 1
Number of Pages: 249
Number of Illustrations: 1 b/w illustrations
Topics: Probability Theory and Stochastic Processes, Systems Theory, Control, Applications of Mathematics