Stochastic Differential Equations and Applications

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Stochastic Differential Equations and Applications by Friedman, Avner, 9780122682018
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  • ISBN: 9780122682018 | 0122682017
  • Cover: Hardcover
  • Copyright: 9/1/1975

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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.