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

Friedman, Avner

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

Synopsis

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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Other Popular Editions of the Same Title

9781483204444: Stochastic Differential Equations and Applications: Volume 1

Featured Edition

ISBN 10:  1483204448 ISBN 13:  9781483204444
Publisher: Academic Press, 2014
Softcover