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Stochastic Differential Equations and Diffusion Processes

Nobuyuki IkedaShinzo Watanabe

出版	North-Holland, 1989
主題	Mathematics / Probability & Statistics / GeneralMathematics / Probability & Statistics / Stochastic ProcessesScience / Physics / General
ISBN	04448737839780444873781
URL	http://books.google.com.hk/books?id=PUw_AQAAIAAJ&hl=&source=gbs_api

註釋

Being a systematic treatment of the modern theory of stochastic integrals and stochastic differential equations, the theory is developed within the martingale framework, which was developed by J.L. Doob and which plays an indispensable role in the modern theory of stochastic analysis.