1.

Record Nr.

UNISALENTO991000704089707536

Autore

Skorokhod, Anatolii Vladimirovich

Titolo

Asymptotic methods in the theory of stochastic differential equations / A. V. Skorokhod ; [translated from the Russian by H. H. McFaden ; translation edited by Ben Silver]

Pubbl/distr/stampa

Providence, R.I. : American Mathematical Society, c1989

ISBN

0821845314

Descrizione fisica

xvi, 339 p. ; 24 cm.

Collana

Translations of mathematical monographs, 0065-9282 ; 78

Classificazione

AMS 60H10

AMS 34F05

AMS 60-02

AMS 60J60

QA274.23.S5313

Disciplina

519.2

Soggetti

Asymptotic expansions

Stochastic differential equations

Lingua di pubblicazione

Inglese

Formato

Materiale a stampa

Livello bibliografico

Monografia

Note generali

Translation of: Asimptoticheskie metody teorii stokhasticheskikh differentsial'nykh uravnenii.

Includes bibliographical references