Stochastic Differential Equations and Applications
, by Friedman, AvnerNote: Supplemental materials are not guaranteed with Rental or Used book purchases.
- ISBN: 9780122682018 | 0122682017
- Cover: Hardcover
- Copyright: 9/1/1975
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.