Stochastic Differential Equations and Applications

Stochastic Differential Equations and Applications

by Avner Friedman
     
 

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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.See more details below

Overview

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.

Product Details

ISBN-13:
9780486141121
Publisher:
Dover Publications
Publication date:
07/31/2012
Series:
Dover Books on Mathematics
Sold by:
Barnes & Noble
Format:
NOOK Book
Pages:
560
File size:
39 MB
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This product may take a few minutes to download.

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