Stochastic equations through the eye of the physicist : basic concepts, exact results and asymptotic approximations /

Klyatskin, V. I.

Stochastic equations through the eye of the physicist : basic concepts, exact results and asymptotic approximations / V. I. Klyatskin - Amsterdam : Elsevier, 2005 - xviii, 538 p. : ill. ; 25 cm.

Includes bibliographical references (p. 513-534) and index

0444517979


Stochastic processes
Stochastic analysis
Mathematical physics

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