Skorokhod, A. V.

Asymptotic methods in the theory of stochastic differential equations - Providence, R.I. : American Mathematical Society, c1989. - 1 online resource (xvi, 339 p.) - Translations of Mathematical Monographs, v. 78 2472-5137 ; .

Translation of: Asimptoticheskie metody teorii stokhasticheskikh differentsialnykh uravnenii.

Includes bibliographical references (p. 333-339).

9781470444921 (online)


Asymptotic expansions.
Stochastic differential equations.