Stochastic Differential Equations and Applications, Vol. 1 (Probability & Mathematical Statistics Monograph)

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 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.

• Format: Hardcover
• Language: English
• ISBN: 0122682017
• ISBN13: 9780122682018
• Release Date: January 1987
• Publisher: Academic Press
• Length: 241 Pages
• Weight: 1.30 lbs.