Stochastic Differential Equations: An Introduction with Applications (Universitext)
From the reviews: "Here is a momumental work by Doob, one of the masters, in which Part 1 develops the potential theory associated with Laplace's equation and the heat equation, and Part 2 develops those parts (martingales and Brownian motion) of stochastic process theory which are closely related to Part 1". --G.E.H. Reuter in Short Book Reviews (1985)
Country | USA |
Brand | Springer |
Manufacturer | Springer |
Binding | Paperback |
ItemPartNumber | 9783540412069 |
UnitCount | 1 |
EANs | 9783540412069 |
ReleaseDate | 0000-00-00 |