Bibliothèque du groupe de laboratoires de physique

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STOCHASTIC ANALYSIS AND DIFFUSION PROCESSES

Gopinath Kallianpur, Author ; P. Sundar | Oxford : Oxford University Press | Oxford Graduate Texts in Mathematics | 2014

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AN INTRODUCTION TO STOCHASTIC DIFFERENTIAL EQUATIONS

Lawrence C. Evans, Author | Providence RI : American Mathematical Society | 2013

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STOCHASTIC DIFFERENTIAL EQUATIONS AND APPLICATIONS : Second edition

Xuerong Mao, Author | Oxford : Woodhead Publishing | 2010

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CALCUL STOCHASTIQUE ET MODELES DE DIFFUSIONS : Cours et exercices corrigés

Francis Comets, Author ; Thierry Meyre | Paris : Dunod | Sciences Sup. Mathématiques | 2006

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STOCHASTIC CALCULUS : A practical introduction

Richard Durrett, Author | Boca Raton FL : CRC Press | Probability and Stochastics Series | 1996

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