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
- Year: 1975
- Publisher: Academic Press
- 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.
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.
Download the book Stochastic Differential Equations and Applications for free or read online
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