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Stochastic differential equations : with applications to physics and engineering [monographie]

Auteur(s): Sobczyk, Kazimierz
Langue: anglais
Collection: Mathematics and its applications, n° 40
Editeur, date d'édition: Kluwer Academic Publishers Group, 1991
Ville(s) d'édition: Dordrecht (NL), Boston (US), London (GB)
ISBN: 0-7923-0339-3
Classification MSC: 60H10 (2000)
Notes: xvi ; bibliogr. pp. 374-395 ; index pp. 397-400 ; 24 cm ; 400 p.
Thèmes: equations differentielles stochastiques, stochastic differential equations, probabilities



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70.5 SOB 91Disponible