Stochastic Differential Equations and Applications/
Friedman, Avner.
Stochastic Differential Equations and Applications/ - New York: Academic Press, 1976. - 2 v. (xiii, 528 p.):ill, - Probability and Mathematical Statistics. .
Includes indexes: p. 527-528.
Bibliography: v. 1, p. 226-228; v. 2, p. 523-526.
This volume begins with auxiliary results in partial differential equations (Chapter 10) that are needed in the sequel. In Chapters 11 and 12 the behavior of the sample paths of solutions of stochastic differential equations is studied in the same spirit as in Chapter 9. Chapters 13 and -15 are concerned with applications to partial differential equations. Chapters 16 and 17 deal with stopping time problems, stochastic games and stochastic differential games.
0122682025 (v. 2)
Stochastic Differential Equations.
QA274.23 / .F74
519.2 / FRI
Stochastic Differential Equations and Applications/ - New York: Academic Press, 1976. - 2 v. (xiii, 528 p.):ill, - Probability and Mathematical Statistics. .
Includes indexes: p. 527-528.
Bibliography: v. 1, p. 226-228; v. 2, p. 523-526.
This volume begins with auxiliary results in partial differential equations (Chapter 10) that are needed in the sequel. In Chapters 11 and 12 the behavior of the sample paths of solutions of stochastic differential equations is studied in the same spirit as in Chapter 9. Chapters 13 and -15 are concerned with applications to partial differential equations. Chapters 16 and 17 deal with stopping time problems, stochastic games and stochastic differential games.
0122682025 (v. 2)
Stochastic Differential Equations.
QA274.23 / .F74
519.2 / FRI