Stochastic Differential Equations and Applications/

By:

Friedman, Avner

Material type: Text

TextSeries: Probability and Mathematical StatisticsPublication details: New York: Academic Press, 1975-1976.Description: 1 v. (xiii, 228 p.):illISBN:

0122682017 (v. 1)

Subject(s):

Stochastic Differential Equations

DDC classification:

519.2 FRI

LOC classification:

QA274.23 .F74

Summary: 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.

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Holdings
Item type	Current library	Collection	Call number	Status	Date due	Barcode
Monograph & others	CBN HQ Library General Stacks	Non-fiction	519.2 FRI (Browse shelf(Opens below))	Available		31008100139431

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Previous	519.2 BRE Probability and Stochastic Processes:	519.2 CLA Random Variables/	519.2 EST Estimating and Interpreting Probability Density Functions /	519.2 FRI Stochastic Differential Equations and Applications/	519.2 FRI Stochastic Differential Equations and Applications/	519.2 KEY A Treatise on Probability/	519.2 LOE Probability Theory /	Next

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.

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