OU5KFXLURD
- 著者: El Karoui, Nicole; Mazliak, Laurent
【更多信息】
卷：364
语言：English/英语
出版社：Longman
创建/出版时间：1997
出版来源：Zhejiang University Library Catalog
页码：221
丛编：Pitman research notes in mathematics series
主题：Stochastic differential equations
ISBN：9780582307339
Summary
This book presents the texts of seminars presented during the years 1995 and 1996 at the Université Paris VI and is the first attempt to present a survey on this subject. Starting from the classical conditions for existence and unicity of a solution in the most simple case-which requires more than basic stochartic calculus-several refinements on the hypotheses are introduced to obtain more general results.
Descriptive content provided by Syndetics, a Bowker service.
发布于2020-12-30