Stochastic Nonlinear Differential Equations
In this chapter we shall present some of the most essential features of stochastic differential equations. Readers interested in learning more about this subject are referred to the book by Gardiner (cf. references).
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- K. Itô: Lectures on Stochastic Processes (Tata Institute of Fundamental Research, Bombay 1961)Google Scholar
- K. Itô: On Stochastic Differential Equations (Am. Math. Soc., New York, 1951)Google Scholar
- I. I. Gihmann, A. V. Skorohod: Stochastic Differential Equations (Springer, Berlin, Heidelberg, New York 1972)Google Scholar
- L. Arnold: Stochastic Differential Equations (Oldenbourg, München 1973)Google Scholar
- C. W. Gardiner: Handbook of Stochastic Methods. Springer Ser. Synergetics, Vol. 13 (Springer, Berlin, Heidelberg, New York 1983)Google Scholar