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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
Table of Contents
Chapters
- Introduction
- I. Fundamental concepts
- II. Stochastic integral
- III. Stochastic differential equation and stochastic integral equation
- IV. Appendix