Ikeda, Nobuyuki.

Stochastic differential equations and diffusion processes / by Nobuyuki Ikeda, Shinzo Watanabe. - 1st ed - Amsterdam ; Oxford ; Tokyo : North-Holland : Kodansha, 1981. - xiv, 464 p ; 24 cm. - North-Holland mathematical library v. 24 .

Includes bibliography and index

0444861726 (U.S)


Stochastic differential equations
Diffusion processes