Encuadernación Ikeda N., Watanabe S. Stochastic differential equations and diffusion processes
Id: 251087
39.9 EUR

Stochastic differential equations and diffusion processes

Ikeda N., Watanabe S. «Стохастические дифференциальные уравнения и диффузионные процессы». (In English).
480 pp. (English). Second-hand book. The general state is rated 9 (out of 10): Text: 9; Cover: 9; Dust cover: 8. The effect of the years is evident.
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Resumen del libro

Chapter I Preliminaries

1

Chapter II Stochastic integrals and Itôs formula

45

Chapter III Stochastic calculus

97

Chapter IV Stochastic differential equations

145

Chapter V Diffusion processes on manifolds

233

Chapter VI Theorems on comparison and approximation and their applications

352

Bibliography

453

Index

461 (Información más detallada)