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Stochastic differential equations and diffusion processes

Author: 池田, 信行, 渡辺, 信三, ; Nobuyuki Ikeda; Shinzo Watanabe
Publisher: Amsterdam ; New York : North-Holland Pub. Co. ; Tokyo : Kodansha ; New York, NY, U.S.A. : Sole distributors for the U.S.A. and Canada, Elsevier Science Pub. Co., 1989.
Series: North-Holland mathematical library, v. 24.; Kodansha scientific books.
Edition/Format:   eBook : Document : English : 2nd edView all editions and formats
Summary:
Being a systematic treatment of the modern theory of stochastic integrals and stochastic differential equations, the theory is developed within the martingale framework, which was developed by J.L. Doob and which plays an indispensable role in the modern theory of stochastic analysis.
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Genre/Form: Electronic books
Additional Physical Format: Print version:
Ikeda, Nobuyuki.
Stochastic differential equations and diffusion processes.
Amsterdam ; New York : North-Holland Pub. Co. ; Tokyo : Kodansha ; New York, NY, U.S.A. : Sole distributors for the U.S.A. and Canada, Elsevier Science Pub. Co., 1989
(DLC) 89212869
(OCoLC)20080337
Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: 池田, 信行, 渡辺, 信三, ; Nobuyuki Ikeda; Shinzo Watanabe
ISBN: 0444873783 9780444873781 9781483296159 1483296156
OCLC Number: 679356271
Reproduction Notes: Electronic reproduction. [S.l.] : HathiTrust Digital Library, 2010. MiAaHDL
Description: 1 online resource (xvi, 555 pages).
Details: Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002.
Series Title: North-Holland mathematical library, v. 24.; Kodansha scientific books.
Responsibility: by Nobuyuki Ikeda, Shinzo Watanabe.

Abstract:

Being a systematic treatment of the modern theory of stochastic integrals and stochastic differential equations, the theory is developed within the martingale framework, which was developed by J.L. Doob and which plays an indispensable role in the modern theory of stochastic analysis.

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