Stochastic partial differential equations /
Preliminaries Introduction Some Examples Brownian Motions and Martingales Stochastic Integrals Stochastic Differential Equations of Itô Type Lévy Processes and Stochastic IntegralsStochastic Differential Equations of Lévy Type Comments Scalar Equations of First Order Introduction Generalized Itô...
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| Main Author: | |
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| Format: | Electronic eBook |
| Language: | English |
| Published: |
Boca Raton :
Chapman & Hall/CRC,
2014.
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| Edition: | Second edition. |
| Subjects: | |
| Online Access: |
Full text (Emmanuel users only) |