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