书目名称 | Stochastic Differential Equations |
副标题 | An Introduction with |
编辑 | Bernt Øksendal |
视频video | http://file.papertrans.cn/878/877897/877897.mp4 |
概述 | This well-established textbook on stochastic differential equations has turned out to be very useful to non-specialists of the subject and has sold steadily in 5 editions, both in the EU and US market |
丛书名称 | Universitext |
图书封面 |  |
出版日期 | Textbook 2003Latest edition |
关键词 | Boundary value problem; Martingale; Random variable; Stochastic calculus; Uniform integrability; differen |
版次 | 6 |
doi | https://doi.org/10.1007/978-3-642-14394-6 |
isbn_softcover | 978-3-540-04758-2 |
isbn_ebook | 978-3-642-14394-6Series ISSN 0172-5939 Series E-ISSN 2191-6675 |
issn_series | 0172-5939 |
copyright | Springer-Verlag Berlin Heidelberg 2003 |