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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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Stochastic Differential Equations and Applications: Volume 2
Seller: Revaluation Books, Exeter, United Kingdom
Seller rating 5 out of 5 stars
Paperback. Condition: Brand New. 316 pages. 9.25x6.00x0.72 inches. In Stock. Seller Inventory # zk1483204456
Quantity: 1 available