Stochastic Differential Equations and Diffusion Processes

Stochastic Differential Equations and Diffusion Processes is written by Noboyuki Ikeda & Shinzo Watanabe. This edition from Elsevier Science Ltd (1989) has 572 pages. The book is part of the North-Holland mathematical library series.

Its main subjects are Diffusion processes, Stochastic differential equations, Stochastische differentiaalvergelijkingen and E quation diffe rentielle stochastique.