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Lectures on stochastic differential equations and calculus. Lectures delivered at the Indian Institute of science, Banglore under the T.I.F.R. I.I.Sc. programme in applications of mathematics [monographie]

Auteur(s):

Watanabe, Shinzō (1935-....) Gopalan, M. (Collab.) Rajeev, B. (Collab.)

Langue:

anglais

Collection:

Lectures on mathematics and physics, n° 73

Editeur, date d'édition:

Springer, 1984

Ville(s) d'édition:

Berlin (DE), Heidelberg (DE), New York (US)

Congrés:

Lectures on stochastic differential equations and calculus (1983) Bangalore (IN)

ISBN:

3-540-12897-2 ; 0-387-12897-2

ISSN:

0970-6313

Classification MSC:

60H10 (2000)

Notes:

iii ; 1 errata ; bibliogr. pp. 109-111 ; 24 cm ; 111 p.

Thèmes:

equations differentielles stochastiques, calcul de malliavin, malliavin calculus, stochastic differential equations

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Cote	Retour
70.5 WAT 84	Disponible