ENGLISH

Stochastic Differential Equations and Applications

By Avner Friedman

Book information

Publisher
Academic Press
Year
1975
ISBN
022682017
Language
english
Format
DJVU
Filesize
4 MB (3917479 bytes)
Series
Probability and Mathematical Statistics
Volume
1
Pages
245\245
DPI
600
Time added
2015-01-30 04:14:52
Математика;Теория вероятностей и математическая ст

Description

The object of this book is to develop the theory of systems of stochastic differential equations and then give applications in probability, partial differential equations and stochastic control problems. In Volume 1 we develop the basic theory of stochastic differential equations and give a few selected topics. Volume 2 will be devoted entirely to applications.

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