Stochastic Differential Equations and Applications
Avner Friedman
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.
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.
Kategori:
Jilid:
1
Tahun:
1975
Penerbit:
Academic Press
Bahasa:
english
Halaman:
245
ISBN:
022682017
Nama siri:
Probability and Mathematical Statistics
Fail:
DJVU, 3.74 MB
IPFS:
,
english, 1975
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