Stochastic Differential Equations and Applications

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This text develops the theory of systems of stochastic differential equations, and it presents applications in probability, partial differential equations, and stochastic control problems. Originally published in two volumes, it combines a book of basic theory and selected topics with a book of applications.
The first part explores Markov processes and Brownian motion; the stochastic integral and s...
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product_type_E-book
epub
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32.95 £
This text develops the theory of systems of stochastic differential equations, and it presents applications in probability, partial differential equations, and stochastic control problems. Originally published in two volumes, it combines a book of basic theory and selected topics with a book of applications.
The first part explores Markov processes and Brownian motion; the stochastic integral and s...
Read more
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  • Formats: epub
  • ISBN: 9780486141121
  • Publication Date: 28 Aug 2012
  • Publisher: Dover Publications
  • Product language: English
  • Drm Setting: DRM