9780122682018

Stochastic Differential Equations and Applications

by
  • ISBN13:

    9780122682018

  • ISBN10:

    0122682017

  • Format: Hardcover
  • Copyright: 1975-09-01
  • Publisher: Academic Pr

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Supplemental Materials

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  • The New copy of this book will include any supplemental materials advertised. Please check the title of the book to determine if it should include any access cards, study guides, lab manuals, CDs, etc.
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Summary

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.

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