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The Theory of Stochastic Processess III

Iosif I. Gikhman and Anatoli V. Skorokhod
Publisher: 
Springer Verlag
Publication Date: 
2007
Number of Pages: 
387
Format: 
Paperback
Series: 
Classics in Mathematics
Price: 
59.95
ISBN: 
978-3-540-49940-4
Category: 
Monograph
We do not plan to review this book.

Martingales and Stochastic Integrals

Stochastic Differential Equations

Stochastic Differential Equations for Continuous Processes and Continuous Markov Processes in Rm

Remarks

Bibliography

Appendix: Corrections to Volumes I and II

Subject Index.

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