Asymptotic methods in the theory of stochastic differential equations [monographie]
Titre d'origine: Asimptoticheskie metody teorii stokhasticheskikh differencial nykh uravnenij

Auteur(s): Skorokhod, Anatolii Vladimirovitch (1930-2011)
Silver, Ben (Ed.)
McFaden, Harold Hogan (Trad.)
Langue: anglais
Collection: Translations of mathematical society, n° 78
Editeur, date d'édition: American Mathematical Society, 1989
Ville(s) d'édition: Providence, Rhode Island (US)
ISBN: 0-8218-4531-4
ISSN: 0065-9282
Classification MSC: 60H10 (2000)
Notes: xvi ; bibliogr. pp. 333-339 ; 24 cm ; 339 p.
Thèmes: asymptotic expansions, equations differentielles stochastiques, stochastic differential equations

70.5 SKO 89Disponible