Stochastic differential equations (with applications to physics and engineering), Kazimierz Sobczyk, Kluwer Academic, Dordrecht, 1991. ISBN 0-7923-0339-3 No. of pages: xvi + 400. Price: Dfl. 240.00
- Publisher
- John Wiley and Sons
- Year
- 1994
- Tongue
- English
- Weight
- 79 KB
- Volume
- 10
- Category
- Article
- ISSN
- 8755-0024
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✦ Synopsis
skaya. This explains why the book may still be very useful introduction to fundamental theoretical topics of analysis and stochastic processes in infinite-dimensional spaces, including the
Comments:
The first version of this book was published in Russian after S. V. Fomin's death in results amearinn in the literature after 1975 and 19754 The Original version already contained . extension of the theory of stochastic integration. this ac&al English edition has also been Prerequisites: Good grounding in mathematics improved not only with supplements added at the or physics.
-.
end of the book but also-with a newly written Audience: Mathematicians and physicists Chapter 8, in collaboration with V. R. Steblov-(graduate levels).
STOCHASTIC DIFFERENTIAL EQUATIONS (WITH APPLICATIONS TO PHYSICS AND ENGINEERING),
Kazimierz Sobczyk, Kluwer Academic, Dordrecht, 1991. ISBN 0-7923-0339-3 No. of pages: xvi + 400. Price: Dfl.