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.
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发布于2020-12-30