Stochastic Differential Equations and Applications

Description

Publisher: Dover Publications
Language: English
ISBN: 0486453596
Paperback: 560 pages
Data: Dec 2006
Format: PDF
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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