Stochastic Differential Equations and Applications, Vol. 1 (Probability & Mathematical Statistics Monograph)

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Stochastic Differential Equations and Applications, Vol. 1 (Probability & Mathematical Statistics Monograph) image
ISBN-10:

0122682017

ISBN-13:

9780122682018

Author(s): Friedman, Avner
Released: Jan 01, 1987
Publisher: Academic Press
Format: Hardcover, 241 pages

Description:

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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