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Multidimensional diffusion processes / Daniel W. Stroock, S. R. Srinivasa Varadhan

Auteur principal : Stroock, Daniel W., 1940-, AuteurCo-auteur : Varadhan, S. R. Srinivasa, 1940-, AuteurType 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, Probability theory and stochastic processes -- Markov processes, Diffusion processes
60G44, Probability theory and stochastic processes -- Stochastic processes, Martingales with continuous parameter
60H10, Probability theory and stochastic processes -- Stochastic analysis, Stochastic ordinary differential equations
60Fxx, Probability theory and stochastic processes, Limit theorems
93Exx, Systems theory; control, Stochastic systems and control
En-ligne : Springerlink - ed. 1997
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Bibliogr. p. 328-335. Index

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