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On stochastic differential equations

About this Title

Kiyosi Ito

Publication: Memoirs of the American Mathematical Society
Publication Year: 1951; Number 4
ISBNs: 978-0-8218-1204-4 (print); 978-0-8218-9983-0 (online)
DOI: https://doi.org/10.1090/memo/0004
MathSciNet review: 0040618

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Table of Contents

Chapters

  • Introduction
  • I. Fundamental concepts
  • II. Stochastic integral
  • III. Stochastic differential equation and stochastic integral equation
  • IV. Appendix