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| By: | Jaures Cecconi |
| Publisher: | Springer Nature |
| Print ISBN: | 9783642110771 |
| eText ISBN: | 9783642110795 |
| Edition: | 1 |
| Copyright: | 2011 |
| Format: | Page Fidelity |
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Table of Contents
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.