'C. Doleans-Dade: Stochastic processes and stochastic differential equations. - A. Friedman: Stochastic differential equations and applications. - D. W. Stroock, S. R. S. Varadhan: Theory of diffusion processes. - G. C. Papanicolaou: Wave propagation and heat conduction in a random medium. - C. Dewitt Morette: A stochastic problem in Physics. - G. S. Goodman: The embedding problem for stochastic matrices.
Inhaltsverzeichnis
C. Doleans-Dade: Stochastic processes and stochastic differential equations. - A. Friedman: Stochastic differential equations and applications. - D. W. Stroock, S. R. S. Varadhan: Theory of diffusion processes. - G. C. Papanicolaou: Wave propagation and heat conduction in a random medium. - C. Dewitt Morette: A stochastic problem in Physics. - G. S. Goodman: The embedding problem for stochastic matrices.
