Ebook: Stochastic differential equations and applications
Author: Avner Friedman
- Genre: Mathematics // Mathematicsematical Statistics
- Tags: Математика, Теория вероятностей и математическая статистика, Теория случайных процессов
- Series: Probability and mathematical statistics series 28
- Year: 1975
- Publisher: Academic Press
- City: New York
- Language: English
- djvu
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.
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