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✦   LIBER   ✦

Stochastic differential equations and applications Volume 1

✍ Scribed by Avner Friedman

Book ID
127426454
Publisher
Academic Press
Year
1975
Tongue
English
Weight
2 MB
Series
Probability and mathematical statistics series 28
Category
Library
City
New York
ISBN-13
9780122682018

No coin nor oath required. For personal study only.

✦ Synopsis

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 selected topics. Volume 2 will be devoted entirely to applications.

✦ Subjects

Теория случайных процессов

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