Three-part treatment introduces basics plus theory of stochastic differential equations and various limit theorems connected with convergence of sequence of Markov chains to Markov process with continuous time. 1965 edition.
A.V. Skorokhod Volgorde van de boeken
- 2017
- 1995
Exploring Stochastic Laws
Festschrift in Honour of the 70th Birthday of Academician Vladimir Semenovich Korolyuk