On stochastic differential equations / by Kiyosi Ito.

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Bibliographic Details
Online Access: Full Text (via ProQuest)
Main Author: Itō, Kiyosi, 1915-2008
Format: eBook
Language:English
Published: Providence, R.I. : American Mathematical Society, 1967, ©1951.
Series:Memoirs of the American Mathematical Society ; no. 4.
Subjects:
Table of Contents:
  • Introduction I. Fundamental concepts II. Stochastic integral III. Stochastic differential equation and stochastic integral equation IV. Appendix.