ENGLISH

Stochastic differential equations and applications,

By Avner Friedman

Book information

Publisher
AP
Year
1975
ISBN
9780122682018, 0122682017
LCC
QA274.23 .F74
Open Library ID
OL5064628M
Language
english
Format
DJVU
Filesize
2 MB (1747540 bytes)
Series
Probability & Mathematical Statistics Monograph
Volume
Vol. 1
Pages
244\244
Library
Kolxo3
DPI
300
Time added
2010-07-29 05:14:56

Description

This text develops the theory of systems of stochastic differential equations and presents applications in probability, partial differential equations, and stochastic control problems. Originally published in 2 volumes, it combines a book of basic theory with a book of applications. Familiarity with elementary probability is the sole prerequisite. 1975 edition.

Similar books