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Stochastic Differential Equations and Applications - Vol 2 (Probability & Mathematical Statistics Monographs) - Hardcover

Friedman, Avner

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9780122682025: Stochastic Differential Equations and Applications - Vol 2 (Probability & Mathematical Statistics Monographs)

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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