
Stability of stochastic differential equations with respect to semimartingales [monographie] |
| Auteur(s): | Mao, Xuerong (1957-....) |
| Langue: | anglais |
| Collection: | Pitman research notes in mathematics series, n° 251 |
| Editeur, date d'édition: | Longman Scientific & Technical, 1991 |
| Ville(s) d'édition: | Harlow, Essex (GB), New York (US) |
| ISBN: | 0-582-08036-3 |
| ISSN: | 0269-3674 |
| Classification MSC: | 60H20 (2000) |
| Notes: | viii ; bibliogr. pp. 267-274 ; index pp. 275-276 ; 24 cm ; 276 p. |
| Thèmes: | equations differentielles stochastiques, semimartingales, stabilite, probabilities, stability, stochastic differential equations |
Exemplaire(s)
| Cote | Retour |
|---|---|
| 70.5 MAO 91 | Disponible |