Lectures on stochastic analysis : diffusion theory / Daniel W. Stroock

Auteur principal : Stroock, Daniel W., 1940-, AuteurType de document : MonographieCollection : London Mathematical Society student texts, 6Langue : anglais.Pays: Grande Bretagne.Éditeur : Cambridge : Cambridge University Press, 1987Description : 1 vol. (128 p.) ; 24 cmISBN: 9780521336451.ISSN: 0963-1631.Bibliographie : Index.Sujet MSC : 60Hxx, Probability theory and stochastic processes - Stochastic analysis
60-02, Research exposition (monographs, survey articles) pertaining to probability theory
60G44, Probability theory and stochastic processes, Martingales with continuous parameter
60H15, Probability theory and stochastic processes - Stochastic analysis, Stochastic partial differential equations
35K10, PDEs - Parabolic equations and parabolic systems, Second-order parabolic equations
Item type: Monographie
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