Stochastic Differential Equations and Applications

By Avner Friedman

Book Overview

This text develops the theory of systems of stochastic differential equations and presents applications in probability, partial differential equations, and stochastic control problems. Originally... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 0486453596
• ISBN13: 9780486453590
• Release Date: December 2006
• Publisher: Dover Publications
• Length: 560 Pages
• Weight: 1.55 lbs.
• Dimensions: 1.1" x 6.4" x 8.5"