Stochastic Differential Equations and Applications/
Friedman, Avner.
Stochastic Differential Equations and Applications/ - New York: Academic Press, 1975-1976. - 1 v. (xiii, 228 p.):ill, - Probability and Mathematical Statistics. .
Includes indexes.
Bibliography: v. 1, p. 226-228; v. 2, p. 523-526.
The object of this book is to develop the theory of systems of stochastic differential equations and then give applications in probability, partial differential equations and stochastic control problems. In volume one, the author develops the basic theory of stochastic differential equations and gives a few selected topics. Volume two will be devoted entirely to applications.
0122682017 (v. 1)
Stochastic Differential Equations.
QA274.23 / .F74
519.2 / FRI
Stochastic Differential Equations and Applications/ - New York: Academic Press, 1975-1976. - 1 v. (xiii, 228 p.):ill, - Probability and Mathematical Statistics. .
Includes indexes.
Bibliography: v. 1, p. 226-228; v. 2, p. 523-526.
The object of this book is to develop the theory of systems of stochastic differential equations and then give applications in probability, partial differential equations and stochastic control problems. In volume one, the author develops the basic theory of stochastic differential equations and gives a few selected topics. Volume two will be devoted entirely to applications.
0122682017 (v. 1)
Stochastic Differential Equations.
QA274.23 / .F74
519.2 / FRI