1st Edition

Nonlinear Stochastic Integrators, Equations and Flows

Edited By

Rene A. Carmona



ISBN 9782881247330
Published December 31, 1989 by CRC Press
160 Pages

USD $220.00

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Book Description

Highly technical monograph in which the authors, writing on the basis of their own recent research for the benefit of expert readers, describe a general theory of stochastic integration equations. First published in 1990.

Table of Contents

Introduction, Nonlinear Stochastic Integrators, Stochastic Calculus, Dependence on the initial Conditions and Flows.

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Editor(s)

Biography

Rene A. Carmona, University of California, David ualart Universitat de Barcelona, Spain.