Ikeda, Nobuyuki.

Stochastic differential equations and diffusion processes / by Nobuyuki Ikeda and Shinzo Watanabe. - Amsterdam ; New York : Tokyo : New York, NY : North-Holland Pub. Co. ; Kodansha ; Sole distributors for the U.S.A. and Canada, Elsevier North-Holland, 1981. - xiv, 464 p. ; 23 cm.

Includes index.

Bibliography: p. 453-460.

0444861726.


Stochastic differential equations.
Diffusion processes.

QA274.23 / I45