Stochastic Differential Equations And Diffusion Processes
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| Google books | books.google.com |
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| Originally published | February 26, 1981 |
| Authors | Nobuyuki Ikeda |
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| ID | 2114499 |
About Stochastic Differential Equations And Diffusion Processes
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 . . .