Stochastic Differential Equations and Applications
, by Friedman, AvnerNote: Supplemental materials are not guaranteed with Rental or Used book purchases.
- ISBN: 9780122682025 | 0122682025
- Cover: Hardcover
- Copyright: 6/1/1976
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.