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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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Book Description Academic Press, 1975. Hardcover. Condition: New. Never used!. Seller Inventory # P110122682017
Book Description Academic Press, 1975. Condition: New. book. Seller Inventory # M0122682017