Skorokhod, A. V. 1930-

Asymptotic methods in the theory of stochastic differential equations/ A. V. Skorokhod ; translated from the Russian by H. H. McFaden ; translation edited by Ben Silver. - Providence, R.I.: American Mathematical Society, c1989. - xvi, 339 p.; 24 cm. - Translations of mathematical monographs; v. 78. .

Includes bibliographical references (p. 333-339).

0821845314 (alk. paper)

89017698


Equations différentielles stochastiques.
Développements asymptotiques.
Stochastic differential equations
Asymptotic expansions.

519.2 / S628a