1st Edition
Nonlinear Stochastic Integrators, Equations and Flows
Edited By Rene A. Carmona
Copyright 1990
160 Pages
by
CRC Press
Highly technical monograph in which the authors, writing on the basis of their own recent research for the benefit of expert readers, describe a general theory of stochastic integration equations. First published in 1990.
Introduction, Nonlinear Stochastic Integrators, Stochastic Calculus, Dependence on the initial Conditions and Flows.
Biography
Rene A. Carmona, University of California, David ualart Universitat de Barcelona, Spain.