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Lectures on topics in stochastic differential equations / by Daniel W. Stroock ; notes by Satyajit Karmakar.

By: Stroock, Daniel W.

Material type: Text

Text

TextSeries: Lectures on mathematics and physics. 68Mathematics. Publisher: Berlin ; New York : Published for the Tata Institute of Fundamental Research, Bombay [by] Springer-Verlag, 1982Description: ii, 90, [1] p. ; 24 cm.ISBN: 0387115498 .Subject(s): Stochastic differential equationsDDC classification: 519.22

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Title notes

Item type	Current location	Call number	Status	Date due	Barcode	Item holds
Book	Chennai Mathematical Institute	519.22 STR (Browse shelf)	Available		800

Total holds: 0

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Previous	519.22 ROS An elementary introduction to mathematical finance : options and other topics /	519.22 SHR Stochastic calculus for finance I The Binomial Asset pricing model	519.22 SHR Stochastic calculus for finance II Continuous-Time Models	519.22 STR Lectures on topics in stochastic differential equations /	519.23 AZA Level sets and extrema of random processes and fields /	519.23 DOO Stochastic Processes	519.23 GIK The theory of stochastic processes II /	Next

"Lectures delivered at the Indian Institute of Science, Bangalore under the T.I.F.R.-I.I.Sc. Programme in Applications of mathematics."

Bibliography: p. [91]