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Stochastic Differential Equations and Applications, Vol. 2.by Avner Friedman

✍ Scribed by Review by: Wendell H. Fleming

Book ID
124934982
Publisher
Society for Industrial and Applied Mathematics
Year
1977
Tongue
English
Weight
264 KB
Volume
19
Category
Article
ISSN
0036-1445

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πŸ“œ SIMILAR VOLUMES

Stochastic differential equations and ap
Stochastic differential equations and applications Volume 2
✍ Avner Friedman πŸ“‚ Library πŸ“… 1975 πŸ› Academic Press 🌐 English βš– 2 MB

This volume begins with auxiliary results in partial differential equations (Chapter 10) that are needed in the sequel. In Chapters 11 and 12 we study the behavior of the sample paths of solutions of stochastic differential equations in the same spirit as in Chapter 9. Chapter 11 deals with the ques

Stochastic differential equations and ap
Stochastic differential equations and applications Volume 1
✍ Avner Friedman πŸ“‚ Library πŸ“… 1975 πŸ› Academic Press 🌐 English βš– 2 MB

The object of this book is to develop the theory of systems of stochastic differential equations and then give applications in probability, partial differential equations and stochastic control problems. In Volume 1 we develop the basic theory of stochastic differential equations and give a few sele