Multidimensional diffusion processes / Daniel W. Stroock, S. R. Srinivasa Varadhan
Type de document : MonographieCollection : Grundlehren der mathematischen wissenschaften, 233Langue : anglais.Pays : Etats Unis.Éditeur : New York : Springer-Verlag, 1979Description : 1 vol. (XII-338 p.) ; 24 cmISBN : 9783540903536.ISSN : 0072-7830.Bibliographie : Bibliogr. p. 328-335. Index.Sujet MSC : 60J60, Markov processes, Diffusion processes60G44, Probability theory and stochastic processes, Martingales with continuous parameter
60H10, Stochastic analysis, Stochastic ordinary differential equations
60Fxx, Probability theory and stochastic processes - Limit theorems in probability theory
93Exx, Systems theory; control - Stochastic systems and controlEn-ligne : Springerlink - ed. 1997
| Current location | Call number | Status | Date due | Barcode |
|---|---|---|---|---|
| CMI Salle R | 60 STR (Browse shelf) | Available | 06804-01 | |
| CMI Salle R | 60 STR (Browse shelf) | Available | 06804-02 |
Bibliogr. p. 328-335. Index
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