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Source: The Open Library
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1Stochastic differential equations and diffusion processes
By Nobuyuki Ikeda
“Stochastic differential equations and diffusion processes” Metadata:
- Title: ➤ Stochastic differential equations and diffusion processes
- Author: Nobuyuki Ikeda
- Language: English
- Number of Pages: Median: 555
- Publisher: ➤ Sole distributors for the U.S.A. and Canada, Elsevier Science Publishing - Kodansha - North-Holland Pub. Co. - Sole distributors for the U.S.A. and Canada, Elsevier North-Holland - Sole distributors for the U.S.A. and Canada, Elsevier Science Pub. Co. - kodansha - North-Holland Pub. Co.
- Publish Date: 1981 - 1989 - 1997
- Publish Location: ➤ Tokyo - Amsterdam - New York - Oxford - New York, NY - New York, NY, U.S.A
“Stochastic differential equations and diffusion processes” Subjects and Themes:
- Subjects: ➤ Diffusion processes - Stochastic differential equations - Stochastische differentiaalvergelijkingen - E quation diffe rentielle stochastique - Processus diffusion - Calcul Ito - E quations diffe rentielles stochastiques - Mouvement brownien - Equations diffe rentielles stochastiques - Inte grale stochastique - Calcul stochastique - Calcul Malliavin - Processus de diffusion - Equations différentielles stochastiques - Intégrale stochastique - Équation différentielle stochastique - Équations différentielles stochastiques - Diffusion - Stochastic processes
Edition Identifiers:
- The Open Library ID: OL1805997M - OL4256815M - OL21575013M - OL24992747M
- Online Computer Library Center (OCLC) ID: 20080337 - 7277264
- Library of Congress Control Number (LCCN): 81002253 - 89212869
- All ISBNs: 0444861726 - 0444873783 - 9780444873781 - 9780444861726
Access and General Info:
- First Year Published: 1981
- Is Full Text Available: No
- Is The Book Public: No
- Access Status: Unclassified
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Wiki
Source: Wikipedia
Wikipedia Results
Search Results from Wikipedia
Itô's lemma
In mathematics, Itô's lemma or Itô's formula (also called the Itô–Döblin formula) is an identity used in Itô calculus to find the differential of a time-dependent
Paul Lévy (mathematician)
also notable mathematicians. 1922 – Lecons d'analyse Fonctionnelle 1925 – Calcul des probabilités 1937 – Théorie de l'addition des variables aléatoires 1948
Rama Cont
so-called Ito-Föllmer calculus, a pathwise counterpart of Ito's stochastic calculus. Subsequent work by Cont and Nicolas Perkowski extended the Ito-Föllmer
Glossary of areas of mathematics
(link) Ricci, Gregorio; Levi-Civita, Tullio (March 1900), "Méthodes de calcul différentiel absolu et leurs applications" [Methods of the absolute differential
Probabilities and Potential
the theory of Feller processes and Ray processes, local times, Kiyosi Itô's excursion theory, Borel right processes, the carré du champ operator, and
Chain rule
Cauchy's 1823 Résumé des Leçons données a L’École Royale Polytechnique sur Le Calcul Infinitesimal. The simplest form of the chain rule is for real-valued functions
Differential of a function
des Leçons données à l'Ecole royale polytechnique sur les applications du calcul infinitésimal, archived from the original on 2007-07-08, retrieved 2009-08-19