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Written by one of the foremost Soviet experts in the field, this book is intended for specialists in the theory of random processes and its applications. The author's 1982 monograph on stochastic differential equations, written with Iosif Ilich Gikhman, did not include a number of topics important to applications. The present work begins to fill this gap by investigating the asymptotic behavior of stochastic differential equations. The main topic...
By A. V. Skorokhod
Series: Translations of Mathematical Monographs
Paperback: 339 pages
Publisher: American Mathematical Society; Reprint edition (October 25, 2008)
Language: English
ISBN-10: 0821846868
ISBN-13: 978-0821846865
Product Dimensions: 6.8 x 1 x 10 inches
Amazon Rank: 6903332
Format: PDF ePub djvu ebook
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