Cecconi, Jaures
Stochastic Differential Equations
Table of contents
1. Stochastic Processes and Stochastic Differential Equations
C. Doleans–Dade
2. Stochastic Differential Equations and Applications
Avner Friedman
3. Theory of Diffusion Processes
D. Stroock, S. R. S. Varadhan
4. Wave Propagation and Heat Conduction in a Random Medium
G. C. Papanicolaou
5. A Stochastic Problem in Physics
Cecile Dewitt‐Morette
6. The Embedding Problem for Stochastic Matrices
G. S. Goodman
Keywords: Mathematics, Probability Theory and Stochastic Processes, Partial Differential Equations
- Author(s)
- Cecconi, Jaures
- Publisher
- Springer
- Publication year
- 2011
- Language
- en
- Edition
- 1
- Series
- C.I.M.E. Summer Schools
- Page amount
- 3 pages
- Category
- Natural Sciences
- Format
- Ebook
- eISBN (PDF)
- 9783642110795
