Asymptotic methods in the theory of stochastic differential equations
Skorokhod, A. V.
Asymptotic methods in the theory of stochastic differential equations - Rhode Island: American Mathematical Society, 1989. - xvi, 339 p.; pb; 25 cm. - Translations of mathematical monographs ; v. 78. .
Includes bibliographical references (p. 333-339)
9780821846865
Mathematics
Asymptotic expansions
Ergodic theorems
Differential equations
Diffusion
Linear systems
Hilbert space
Stochastic semigroups
519.2 / SKO
Asymptotic methods in the theory of stochastic differential equations - Rhode Island: American Mathematical Society, 1989. - xvi, 339 p.; pb; 25 cm. - Translations of mathematical monographs ; v. 78. .
Includes bibliographical references (p. 333-339)
9780821846865
Mathematics
Asymptotic expansions
Ergodic theorems
Differential equations
Diffusion
Linear systems
Hilbert space
Stochastic semigroups
519.2 / SKO