Lectures on stochastic differential equations and Malliavin calculus / by S. Watanabe ; notes by M. Gopalan Nair and B. Rajeev
Type de document : MonographieCollection : Lectures on mathematics and physics, 73Langue : anglais.Pays : Allemagne.Éditeur : Berlin : Springer-Verlag, 1984Description : 1 vol. (111 p.) ; 25 cmISBN : 3540128972.ISSN : 0970-6313.Bibliographie : Bibliogr. : p. [109]-111.Sujet MSC : 60Hxx, Probability theory and stochastic processes - Stochastic analysis60H10, Probability theory and stochastic processes - Stochastic analysis, Stochastic ordinary differential equations
60J60, Probability theory and stochastic processes - Markov processes, Diffusion processes
| Current location | Call number | Status | Date due | Barcode |
|---|---|---|---|---|
| CMI Salle R | 60 WAT (Browse shelf) | Available | 08867-01 |
lecture notes of a course given by the author in 1983 at the Indian Institute of Science in Bangalore
Bibliogr. : p. [109]-111
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