Hardcover; surplus library copy with the usual stampings; reference number removed from spine; spine slightly cocked; scuffing and shelf wear to exter ior; in good condition with clean text, firm binding. No dust jacket.

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Bibliographic Details

Title: Theory and Applications of Stochastic Differential Equations (Wiley Series in Probability and Mathematical Statistics)
Publisher: John Wiley & Sons
Publication Date: 1980
Language: English
ISBN 10: 047104394X
ISBN 13: 9780471043942
Binding: Hardcover
Condition: UsedGood

About this title

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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