Stochastic differential equations and diffusion processes / by Nobuyuki Ikeda and Shinzo Watanabe.

• Material Type: 図書
• ISBN: 0444861726 (U.S.)
• Title: Stochastic differential equations and diffusion processes / by Nobuyuki Ikeda and Shinzo Watanabe.
• Series Title: North-Holland mathematical library ; v. 24
• Author Heading: 池田, 信行, 1929-2018 イケダ, ノブユキ, 1929-2018 ( 00323730 )Authorities; 渡辺, 信三, 1935- ワタナベ, シンゾウ, 1935- ( 00091049 )Authorities
• Publication, Distribution, etc.: Amsterdam : North-Holland Pub. Co.; New York : North-Holland Pub. Co.; Tokyo : North-Holland Pub. Co.; New York, NY : North-Holland Pub. Co.; Amsterdam : Kodansha; New York : Kodansha; Tokyo : Kodansha; New York, NY : Kodansha; Amsterdam : Sole distributors for the U.S.A. and Canada, Elsevier North-Holland; New York : Sole distributors for the U.S.A. and Canada, Elsevier North-Holland; Tokyo : Sole distributors for the U.S.A. and Canada, Elsevier North-Holland; New York, NY : Sole distributors for the U.S.A. and Canada, Elsevier North-Holland
• Publication Date: 1981.
• Publication Date (W3CDTF): 1981
• Extent: xiv, 464 p. ; 23 cm.
• Place of Publication (Country Code): NL
• Text Language Code: eng
• Subject Heading: 確率微分方程式. Kakuritubibunhoteisiki.; 拡散過程. Kakusankatei.; Stochastic differential equations.; Diffusion processes.
• LCC: QA274.23
• DDC: 519.2
• NDLC: MA211
• Note (General): Includes index.
• Note (Bibliography): Bibliography: p. 453-460.
• Holding library: 国立国会図書館
• Call No.: MA211-A35
• Data Provider (Database): 国立国会図書館 : 国立国会図書館蔵書; https://ndlsearch.ndl.go.jp
• Bibliographic ID (NDL): 000003094297; http://id.ndl.go.jp/bib/000003094297
• LC Control Number: 81002253; https://lccn.loc.gov/81002253
• Bibliographic Record Category (NDL): 211

Table of Contents

Contents

Preface/ vii

General notation/ xiv

Chapter I．　Preliminaries/ 1

1．　Basic notions and notations/ 1