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.


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