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Asymptotic Methods in the Theory of Stochastic Differential Equations (Translations of Mathematical Monographs)
Asymptotic Methods in the Theory of Stochastic Differential Equations - Translations of Mathematical Monographs
Author: A. V. Skorokhod
Written by one of the foremost Soviet experts in the field, this book is intended for specialists in the theory of random processes and its applications. The author's 1982 monograph on stochastic differential equations, written with Iosif Ilich Gikhman, did not include a number of topics important to applications. The present work begins to fill...  more »
ISBN-13: 9780821846865
ISBN-10: 0821846868
Publication Date: 10/25/2008
Pages: 339
Edition: Reprint
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Publisher: American Mathematical Society
Book Type: Paperback
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