Stochastische Differentialgleichungen. Theorie und Anwendung. (German) Zbl 0266.60039
München-Wien: R. Oldenbourg Verlag. 239 S. mit 10 Abb. DM 65.00 (1973).
MSC:
60-01 | Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory |
60H10 | Stochastic ordinary differential equations (aspects of stochastic analysis) |
93Exx | Stochastic systems and control |
34F05 | Ordinary differential equations and systems with randomness |