Stochastic differential equations / I. I. Gihman, A. V. Skorohod

Auteur principal : Gihman, Iosif Ilitch, 1918-1985, AuteurCo-auteur : Skorokhod, Anatoli Volodymirovich, 1930-2011, AuteurType de document : MonographieCollection : Ergebnisse der mathematik und ihrer grenzgebiete, 72Langue : anglais.Pays: Allemagne.Éditeur : Berlin : Springer, 1972Description : 1 vol. (354 p.) ; 23 cmISBN: 3540059466.ISSN: 1955-1983.Bibliographie : Bibliogr. p. 348-349. Index.Sujet MSC : 60H10, Probability theory and stochastic processes - Stochastic analysis, Stochastic ordinary differential equations
60-02, Research exposition (monographs, survey articles) pertaining to probability theory
Item type: Monographie
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Bibliogr. p. 348-349. Index

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