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Theory and Applications of Stochastic Differential Equations (Wiley Series in Probability and Statistics - Applied Probability and Statistics Section) - Hardcover
Synopsis
Presents theory, sources, and applications of stochastic differential equations of Ito's type; those containing white noise. Closely studies first passage problems by modern singular perturbation methods and their role in various fields of science. Introduces analytical methods to obtain information on probabilistic quantities. Demonstrates the role of partial differential equations in this context. Clarifies the relationship between the complex mathematical theories involved and sources of the problem for physicists, chemists, engineers, and other non-mathematical specialists.
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- PublisherWiley
- Publication date1980
- ISBN 10 047104394X
- ISBN 13 9780471043942
- BindingHardcover
- LanguageEnglish
- Edition number1
- Number of pages321
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Theory and Applications of Stochastic Differential Equations (Wiley Series in Probability and Statistics - Applied Probability and Statistics Section)
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Theory and Applications of Stochastic Differential Equations
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Wiley & Sons, Incorporated, John, 1980
ISBN 10: 047104394X
ISBN 13: 9780471043942
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Hardcover
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Theory and Applications of Stochastic Differential Equations (Wiley Series in Probability and Mathematical Statistics)
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Hardcover. Condition: UsedGood. Hardcover; surplus library copy with the usual stampings; reference number removed from spine; spine slightly cocked; scuffing and shelf wear to exterior; in good condition with clean text, firm binding. No dust jacket. Seller Inventory # 102321
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