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STOCHASTIC DIFFERENTIAL EQUATIONS AND DIFFUSION PROCESSES (North‐Holland Mathematical Library, 24)
Author(s) -
Rogers L. C. G.
Publication year - 1982
Publication title -
bulletin of the london mathematical society
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 2.396
H-Index - 48
eISSN - 1469-2120
pISSN - 0024-6093
DOI - 10.1112/blms/14.5.449
Subject(s) - mathematics , diffusion , stochastic differential equation , mathematical economics , physics , thermodynamics
By N obuyuki I keda and S hinzo W atanabe : pp. 464. US$85.25; Dfl.175.00. (North‐Holland Publishing Company, 1981.)