Stochastic Differential Equations and Applications, Vol. 1 (Probability & Mathematical Statistics Monograph)

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9780122682018: Stochastic Differential Equations and Applications, Vol. 1 (Probability & Mathematical Statistics Monograph)
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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.

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9781483204444: Stochastic Differential Equations and Applications: Volume 1

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ISBN 10:  1483204448 ISBN 13:  9781483204444
Publisher: Academic Press, 2014
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Friedman, Avner
Published by Academic Press (1975)
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Avner Friedman
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