Edité par Peking University Pub. Date :2000-08-01 version 2, 2000
ISBN 10 : 7301004753 ISBN 13 : 9787301004753
Vendeur : liu xing, Nanjing, JS, Chine
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Ajouter au panierpaperback. Etat : New. Language:Chinese.Pages Number: 559 Publisher: Peking University Pub. Date :2000-08-01 version 2. The first chapter discusses the stochastic integral own movement. Chapter II describes the general theory of stochastic processes outline. focusing on the dual projection of the random process theory. Chapter III and Chapter IV discusses the continuous semi-martingale strong solution of stochastic differential equations. Ito weak solution of equations. Markov-type equation Ito existence and unique.