1. Stochastic processes and random fields; 2. Continuous semimartingales and stochastic integrals; 3. Semimartingales with spatial parameter and stochastic integrals; 4. Stochastic flows; 5. Convergence of stochastic flows; 6. Stochastic partial differential equations.
The main purpose of this book is to give a systematic treatment of the theory of stochastic differential equations.
"The book could be used with advanced courses on probability theory or for self study." MTW, JASA
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