Stochastic Differential Equations and Applications
Science & Engineering

Stochastic Differential Equations and ApplicationsPublisher: 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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    • 2 Responses to “Stochastic Differential Equations and Applications”

    1. farhadeabdi Says:
      November 18th, 2007 at 10:14 am

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    2. Stochastic Differential Equations and Applications « Says:
      March 20th, 2008 at 12:03 pm

      […] 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 […]

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