Research Catalog

Title

Stochastic differential equations : lectures given at a Summer School of the Centro internazionale matematico estivo (C.I.M.E.) held in Cortona (Arezzo), Italy, May 29-June 10, 1978 / Jaures Cecconi (ed.).

Author

C.I.M.E. Summer School (1978 : Cortona, Italy)

Publication

Berlin ; New York : Springer, c2010.

Items in the Library & Off-site

Holdings

Details

Additional Authors

• Cecconi, Jaures P.
• Centro internazionale matematico estivo
• C.I.M.E. Summer School.

Description

249 p.; 24 cm.

Summary

C. Doleans-Dade: Stochastic processes and stochastic differential equations.- A. Friedman: Stochastic differential equations and applications.- D.W. Stroock, S.R.S. Varadhan: Theory of diffusion processes.- G.C. Papanicolaou: Wave propagation and heat conduction in a random medium.- C. Dewitt Morette: A stochastic problem in Physics.- G.S. Goodman: The embedding problem for stochastic matrices.

Series Statement

CIME summer schools ; 77

Uniform Title

CIME summer schools ; 77.

Subject

• Stochastic differential equations > Congresses
• Differential equations, partial
• Distribution (Probability theory)
• Mathematics

Note

• Originally published: Napoli: Liguori, 1978.

Processing Action (note)

• committed to retain

Contents

C. Doleans-Dade: Stochastic processes and stochastic differential equations -- A. Friedman: Stochastic differential equations and applications -- D.W. Stroock, S.R.S. Varadhan: Theory of diffusion processes -- G.C. Papanicolaou: Wave propagation and heat conduction in a random medium -- C. Dewitt Morette: A stochastic problem in Physics -- G.S. Goodman: The embedding problem for stochastic matrices.

ISBN

• 9783642110771 (pbk.)
• 3642110770 (pbk.)

OCLC

495780914

Owning Institutions

Harvard Library