Stochastic differential equations and diffusion processes
by
 
Ikeda, Nobuyuki.

Title
Stochastic differential equations and diffusion processes

Author
Ikeda, Nobuyuki.

ISBN
9780444861726
 
9780080960128

Publication Information
Amsterdam ; New York : North-Holland Pub. Co. ; Tokyo : Kodansha ; New York, NY : Sole distributors for the U.S.A. and Canada, Elsevier North-Holland, 1981.

Physical Description
1 online resource (xiv, 464 p.)

Series
North-Holland mathematical library ; v. 24

Series Title
North-Holland mathematical library ; v. 24

Subject Term
Stochastic differential equations.
 
Diffusion processes.
 
Diffusionsprozess.
 
Stochastische Differentialgleichung.
 
mouvement brownien.
 
intégrale stochastique.
 
calcul stochastique.
 
diffusion.
 
processus.
 
équation différentielle stochastique.

Added Author
Watanabe, Shinzo, 1935-

Electronic Access
ScienceDirect http://www.sciencedirect.com/science/book/9780444861726


LibraryMaterial TypeItem BarcodeShelf Number[[missing key: search.ChildField.HOLDING]]Status
Online LibraryE-Book256870-1001ONLINEElektronik Kütüphane