1st Edition

Nonlinear Stochastic Integrators, Equations and Flows

Edited By Rene A. Carmona Copyright 1990
160 Pages
by CRC Press

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.

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

Biography

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