Stochastic Differential Equations

• 1 January 1979
• book chapter
• Published by Springer Nature
• p. 113-219
• https://doi.org/10.1007/978-1-4615-8065-2_2

Abstract

Keywords

• LIMIT THEOREM
• RANDOM VECTOR
• STOCHASTIC DIFFERENTIAL EQUATION
• MARGINAL DISTRIBUTION
• WIENER PROCESS