Concepedia

Stochastic differential equations and applications

Gian‐Carlo Rota

Advances in Mathematics · 1977 · 1.2K citations · 0 references

Concepts

EngineeringMathematicsDifferential EquationsStochastic ModelingStochastic ProcessesBrownian MotionDiffusion ProcessesMarkov ChainsMarkov ProcessesStochastic CalculusStochastic Differential EquationsDiffusionsItô CalculusStochastic Differential Systems