Stochastic Differential Equations: An Introduction with Applications (Universitext)
From the reviews: "Here is a momumental work by Doob, one of the masters, in which Part 1 develops the potential theory associated with Laplace's equation and the heat equation, and Part 2 develops those parts (martingales and Brownian motion) of stochastic process theory which are closely related to Part 1". --G.E.H. Reuter in Short Book Reviews (1985)
| Country | USA |
| Brand | Springer |
| Manufacturer | Springer |
| Binding | Paperback |
| ItemPartNumber | 9783540412069 |
| ReleaseDate | 2001-01-12 |
| UnitCount | 1 |
| EANs | 9783540412069 |