Stochastic differential equations and diffusion processes

...
Author:  Ikeda N. |  Watanabe S.

23 downloads 719 Views 5MB Size Report

This content was uploaded by our users and we assume good faith they have the permission to share this book. If you own the copyright to this book and it is wrongfully on our website, we offer a simple DMCA procedure to remove your content from our site. Start by pressing the button below!

Report copyright / DMCA form

Recommend Documents

Springer Proceedings in Mathematics Volume 7 For further volumes: http://www.springer.com/series/8806 Springer Proce...

North-Holland Mathematical Library Board of Advisory Editors: M. Aran, H. Bass, J. Eells, W. Feit, P. J. Freyd, F. W. ...

North-Holland Mathematical Library Board of Advisory Editors: M. Artin, H. Bass, J. Eelis, W. Feit, P. J. Freyd, F. W. ...

1 Stochastic Differential Equations In this chapter, we consider general multidimensional SDEs of the form (1.1) given b...

Bernt Øksendal Stochastic Differential Equations An Introduction with Applications Fifth Edition, Corrected Printing Sp...