C.I.M.E. Summer Schools: Stochastic Differential Equations: Lectures Given at a Summer School of the Centro Internazionale Matematico Estivo (C.I.M.E.) Held in Cortona (Arezzo), Italy, May 29-June 10,

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Jaures Cecconi

C.I.M.E. Summer Schools: Stochastic Differential Equations: Lectures Given at a Summer School of the Centro Internazionale Matematico Estivo (C.I.M.E.) Held in Cortona (Arezzo), Italy, May 29-June 10,

Name: C.I.M.E. Summer Schools: Stochastic Differential Equations: Lectures Given at a Summer School of the Centro Internazionale Matematico Estivo (C.I.M.E.) Held in Cortona (Arezzo), Italy, May 29-June 10,
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SKU: 13354857
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November, 2010
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249
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C.I.M.E. Summer Schools
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77

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C. Doleans-Dade: Stochastic processes and stochastic differential equations.- A. Friedman: Stochastic differential equations and applications.- D.W. Stroock, S.R.S. Varadhan: Theory of diffusion processes.- G.C. Papanicolaou: Wave propagation and heat conduction in a random medium.- C. Dewitt Morette: A stochastic problem in Physics.- G.S. Goodman: The embedding problem for stochastic matrices.

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Non-Fiction

Publication date

November, 2010

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249

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C.I.M.E. Summer Schools: Stochastic Differential Equations: Lectures Given at a Summer School of the Centro Internazionale Matematico Estivo (C.I.M.E.) Held in Cortona (Arezzo), Italy, May 29-June 10,

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