Stochastic Differential Equations : With Applications to Physics and Engineering / Kazimierz Sobczyk
(Visualizza in formato marc)
(Visualizza in BIBFRAME)
| Autore: |
Sobczyk, Kazimierz
|
| Titolo: |
Stochastic Differential Equations : With Applications to Physics and Engineering / Kazimierz Sobczyk
|
| Pubblicazione: | Dordrecht, : Springer, 1991 |
| Descrizione fisica: | xvi, 400 p. : ill. ; 24 cm |
| Soggetto topico: | 60-XX - Probability theory and stochastic processes [MSC 2020] |
| 60H10 - Stochastic ordinary differential equations [MSC 2020] | |
| Soggetto non controllato: | Gaussian processes |
| Integrals | |
| Jump Processes | |
| Markov Processes | |
| Martingales | |
| Probability | |
| Probability distributions | |
| Random variables | |
| Stochastic Calculus | |
| Stochastic Systems | |
| Stochastic differential equations | |
| Stochastic equations | |
| Stochastic processes | |
| Titolo autorizzato: | Stochastic differential equations |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | VAN00288492 |
| Lo trovi qui: | Univ. Vanvitelli |
| Localizzazioni e accesso elettronico | https://doi.org/10.1007/978-94-011-3712-6 |
| Opac: | Controlla la disponibilità qui |
Serie:
Mathematics and its applications. East European series Dordrecht . -Reidel ; [poi] Kluwer ; 40